+698.5%
RGTI vs BURL
+64.3%
+634.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +6.2% |
| 7D | +5.5% | -2.6% | +8.0% | +6.9% |
| 30D | -11.9% | -30.8% | +18.9% | +8.5% |
| 3M | -27.4% | -18.7% | -8.7% | -20.2% |
| 6M | -7.1% | -16.4% | +9.4% | -0.5% |
| YTD | -28.6% | -11.6% | -17.0% | -27.3% |
| 1Y | +4.4% | -12.0% | +16.4% | +4.0% |
| 3Y | +698.5% | +63.6% | +634.9% | +505.5% |
| All | +698.5% | +64.3% | +634.2% | +505.5% |
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 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