+95.8%
RIO vs BURL
-11.0%
+106.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | +4.0% | -28.2% | +32.1% | +8.2% |
| 3M | +0.1% | -17.6% | +17.7% | +2.3% |
| 6M | +12.7% | -11.8% | +24.5% | +13.9% |
| YTD | +35.6% | -8.1% | +43.7% | +36.2% |
| 1Y | +73.7% | -12.0% | +85.6% | +74.8% |
| 3Y | +93.3% | +63.3% | +30.0% | +77.5% |
| All | +95.8% | -11.0% | +106.8% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling