+53.9%
RGTI vs BURL
-25.7%
+79.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -0.6% |
| 7D | +2.5% | -7.0% | +9.4% | +5.8% |
| 30D | -13.7% | -35.6% | +22.0% | +5.3% |
| 3M | -22.6% | -26.3% | +3.7% | -12.2% |
| 6M | -13.4% | -20.7% | +7.3% | -5.8% |
| YTD | -31.2% | -17.2% | -14.0% | -27.3% |
| 1Y | -7.6% | -15.0% | +7.4% | -5.0% |
| 3Y | +669.7% | +53.2% | +616.5% | +526.7% |
| 5Y | +57.0% | -18.7% | +75.7% | +34.4% |
| All | +53.9% | -25.7% | +79.6% | +32.0% |
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