+233.2%
RDW vs BURL
+94.5%
+138.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.3% |
| 7D | +0.1% | +5.9% | -5.7% | -2.2% |
| 30D | -15.1% | -8.3% | -6.8% | -11.9% |
| 3M | -38.0% | -31.6% | -6.4% | -27.5% |
| 6M | -26.6% | -16.6% | -10.0% | -23.0% |
| YTD | +7.0% | -12.1% | +19.1% | +8.9% |
| 1Y | +31.8% | -10.0% | +41.7% | +31.5% |
| 3Y | +233.2% | +94.3% | +138.9% | +195.2% |
| All | +233.2% | +94.5% | +138.7% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling