-5.7%
RDW vs BURL
-13.9%
+8.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.4% | +8.2% |
| 7D | +9.5% | -2.6% | +12.0% | +10.5% |
| 30D | -17.4% | -30.8% | +13.4% | -3.9% |
| 3M | -39.5% | -18.7% | -20.9% | -35.1% |
| 6M | +31.3% | -16.4% | +47.8% | +38.5% |
| YTD | +47.8% | -11.6% | +59.3% | +51.4% |
| 1Y | +33.8% | -12.0% | +45.8% | +36.3% |
| 3Y | +262.3% | +63.6% | +198.6% | +181.7% |
| 5Y | -5.7% | -12.6% | +6.9% | -11.4% |
| All | -5.7% | -13.9% | +8.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling