-20.8%
RIG vs BURL
+96.0%
-116.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -12.2% | +5.9% | -18.1% | -13.0% |
| 30D | -6.0% | -8.3% | +2.3% | -4.8% |
| 3M | -9.4% | -31.6% | +22.2% | -3.3% |
| 6M | -19.1% | -16.6% | -2.5% | -17.8% |
| YTD | +25.4% | -12.1% | +37.5% | +24.6% |
| 1Y | +23.3% | -10.0% | +33.3% | +21.0% |
| All | -20.8% | +96.0% | -116.8% | -32.3% |
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