+38.2%
RIG vs BURL
-15.0%
+53.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +3.6% |
| 7D | +5.7% | -1.6% | +7.3% | +5.5% |
| 30D | -0.7% | -7.7% | +7.0% | -1.2% |
| 3M | -3.1% | -31.7% | +28.5% | -4.8% |
| 6M | -16.3% | -15.2% | -1.2% | -18.1% |
| YTD | +34.1% | -15.9% | +50.1% | +30.1% |
| 1Y | +38.2% | -14.2% | +52.4% | +33.1% |
| All | +38.2% | -15.0% | +53.2% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling