+22.7%
RGTI vs BURL
-21.1%
+43.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.8% |
| 7D | +9.6% | +5.9% | +3.8% | +6.8% |
| 30D | -13.4% | -8.3% | -5.1% | -9.9% |
| 3M | -31.2% | -31.6% | +0.5% | -18.7% |
| 6M | -35.9% | -16.6% | -19.2% | -32.4% |
| YTD | -45.1% | -12.1% | -33.1% | -43.9% |
| 1Y | -63.3% | -10.0% | -53.3% | -63.4% |
| 3Y | +1,152.6% | +94.3% | +1,058.3% | +826.3% |
| 5Y | +16.2% | -13.2% | +29.4% | -3.7% |
| All | +22.7% | -21.1% | +43.8% | +1.9% |
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