-86.9%
RIG vs BURL
+987.9%
-1,074.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.6% |
| 7D | -23.8% | +3.5% | -27.2% | -24.7% |
| 30D | -5.6% | -9.3% | +3.7% | -3.5% |
| 3M | -0.8% | -32.1% | +31.3% | +9.0% |
| 6M | -18.4% | -19.8% | +1.4% | -15.5% |
| YTD | +23.5% | -13.2% | +36.7% | +24.2% |
| 1Y | +30.8% | -7.8% | +38.6% | +28.4% |
| 3Y | -25.4% | +89.3% | -114.8% | -42.6% |
| 5Y | +42.5% | -15.8% | +58.3% | +33.0% |
| 10Y | -47.3% | +262.2% | -309.4% | -64.5% |
| All | -86.9% | +987.9% | -1,074.8% | -91.9% |
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