+109.5%
RDDT vs BURL
+12.3%
+97.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.8% |
| 7D | +3.7% | -0.8% | +4.5% | +4.1% |
| 30D | -33.9% | -4.4% | -29.5% | -32.8% |
| 3M | -32.4% | -28.6% | -3.8% | -24.8% |
| 6M | -33.8% | -12.3% | -21.5% | -32.4% |
| YTD | -54.0% | -11.3% | -42.8% | -53.6% |
| 1Y | -49.3% | -10.4% | -38.8% | -49.8% |
| All | +109.5% | +12.3% | +97.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling