-21.2%
RIG vs BURL
+86.7%
-107.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | -24.5% | +4.1% | -28.6% | -25.0% |
| 30D | -2.8% | -9.5% | +6.7% | -1.4% |
| 3M | +1.6% | -33.5% | +35.1% | +8.9% |
| 6M | -15.9% | -22.1% | +6.2% | -13.4% |
| YTD | +26.9% | -14.6% | +41.4% | +26.6% |
| 1Y | +34.4% | -8.4% | +42.7% | +30.7% |
| 3Y | -21.2% | +86.6% | -107.8% | -31.6% |
| All | -21.2% | +86.7% | -107.9% | -31.6% |
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 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