+347.6%
RIO vs BURL
+244.4%
+103.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -10.5% | -4.3% | -6.2% | -9.9% |
| 3M | -15.9% | -28.8% | +12.9% | -11.1% |
| 6M | -22.3% | -12.8% | -9.5% | -21.1% |
| YTD | +9.3% | -12.8% | +22.1% | +10.7% |
| 1Y | +23.0% | -12.3% | +35.3% | +24.1% |
| 3Y | +52.1% | +92.7% | -40.6% | +28.4% |
| 5Y | +88.9% | -6.5% | +95.4% | +77.4% |
| All | +347.6% | +244.4% | +103.2% | +204.5% |
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