-86.5%
RIG vs BURL
+970.5%
-1,057.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | -24.5% | +4.1% | -28.6% | -25.5% |
| 30D | -2.8% | -9.5% | +6.7% | -0.7% |
| 3M | +1.6% | -33.5% | +35.1% | +12.1% |
| 6M | -15.9% | -22.1% | +6.2% | -12.2% |
| YTD | +26.9% | -14.6% | +41.4% | +28.1% |
| 1Y | +34.4% | -8.4% | +42.7% | +32.1% |
| 3Y | -21.2% | +86.6% | -107.8% | -39.1% |
| 5Y | +46.4% | -17.2% | +63.5% | +37.2% |
| 10Y | -45.8% | +256.4% | -302.2% | -63.4% |
| All | -86.5% | +970.5% | -1,057.1% | -91.6% |
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