-30.9%
RDW vs BURL
-15.6%
-15.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.2% |
| 7D | +8.8% | -0.8% | +9.6% | +8.9% |
| 30D | -8.9% | -4.4% | -4.5% | -7.9% |
| 3M | -37.8% | -28.6% | -9.2% | -37.8% |
| 6M | -30.9% | -12.3% | -18.6% | -32.2% |
| All | -30.9% | -15.6% | -15.3% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling