-85.0%
RIG vs BURL
+1,051.1%
-1,136.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.5% |
| 30D | +13.8% | -28.2% | +42.0% | +24.2% |
| 3M | -6.4% | -17.6% | +11.2% | -2.2% |
| 6M | -8.2% | -11.8% | +3.6% | -7.1% |
| YTD | +41.6% | -8.1% | +49.8% | +41.5% |
| 1Y | +88.7% | -12.0% | +100.7% | +89.7% |
| 3Y | -30.9% | +63.3% | -94.2% | -44.0% |
| 5Y | +57.7% | -10.8% | +68.5% | +46.0% |
| 10Y | -39.3% | +215.9% | -255.2% | -58.4% |
| All | -85.0% | +1,051.1% | -1,136.1% | -90.8% |
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