+358.5%
RIO vs BURL
+247.8%
+110.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.9% |
| 7D | +3.6% | +5.9% | -2.3% | +2.5% |
| 30D | -10.8% | -8.3% | -2.5% | -9.5% |
| 3M | -15.2% | -31.6% | +16.4% | -9.7% |
| 6M | -18.0% | -16.6% | -1.4% | -16.1% |
| YTD | +11.0% | -12.1% | +23.1% | +12.3% |
| 1Y | +26.4% | -10.0% | +36.3% | +26.8% |
| 3Y | +54.4% | +94.3% | -39.9% | +30.2% |
| 5Y | +98.1% | -13.2% | +111.3% | +89.0% |
| 10Y | +358.5% | +252.5% | +106.0% | +208.9% |
| All | +358.5% | +247.8% | +110.7% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling