+1.2%
RDW vs BURL
+2.5%
-1.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.5% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | -1.8% | -28.2% | +26.4% | +11.4% |
| 3M | -50.9% | -17.6% | -33.3% | -47.6% |
| 6M | +13.5% | -11.8% | +25.2% | +16.6% |
| YTD | +38.6% | -8.1% | +46.7% | +39.9% |
| 1Y | +28.3% | -12.0% | +40.2% | +30.8% |
| 3Y | +217.2% | +63.3% | +153.9% | +154.8% |
| 5Y | -14.0% | -10.8% | -3.2% | -26.2% |
| All | +1.2% | +2.5% | -1.3% | -14.5% |
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