-48.8%
RIG vs BURL
+254.9%
-303.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | -5.2% | -4.4% | -0.8% | -4.4% |
| 3M | -8.6% | -28.6% | +20.0% | -0.1% |
| 6M | -18.9% | -12.3% | -6.6% | -18.0% |
| YTD | +28.6% | -11.3% | +39.8% | +28.3% |
| 1Y | +25.5% | -10.4% | +36.0% | +24.1% |
| 3Y | -20.2% | +96.1% | -116.2% | -41.9% |
| 5Y | +53.9% | -5.0% | +58.9% | +37.0% |
| 10Y | -48.8% | +251.8% | -300.6% | -66.0% |
| All | -48.8% | +254.9% | -303.7% | -66.0% |
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