+53.5%
RGTI vs BURL
-17.6%
+71.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.3% |
| 30D | -9.4% | -28.2% | +18.7% | +5.1% |
| 3M | -37.1% | -17.6% | -19.5% | -32.2% |
| 6M | -14.4% | -11.8% | -2.6% | -11.7% |
| YTD | -31.4% | -8.1% | -23.2% | -30.8% |
| 1Y | +0.5% | -12.0% | +12.5% | +1.9% |
| 3Y | +726.1% | +63.3% | +662.8% | +551.0% |
| 5Y | +56.2% | -10.8% | +67.0% | +27.6% |
| All | +53.5% | -17.6% | +71.1% | +25.6% |
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