+2.8%
RDW vs BURL
-7.6%
+10.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.4% | +1.6% | -2.2% |
| 7D | +3.6% | -7.0% | +10.5% | +6.4% |
| 30D | -18.4% | -35.6% | +17.2% | -3.5% |
| 3M | -32.1% | -26.3% | -5.8% | -24.3% |
| 6M | +10.9% | -20.7% | +31.6% | +19.0% |
| YTD | +40.8% | -17.2% | +58.0% | +47.9% |
| 1Y | +31.1% | -15.0% | +46.2% | +35.3% |
| 3Y | +245.2% | +53.2% | +191.9% | +184.6% |
| 5Y | -16.7% | -18.7% | +2.0% | -25.6% |
| All | +2.8% | -7.6% | +10.4% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling