+315.8%
RIO vs BURL
+987.9%
-672.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.2% |
| 7D | -0.1% | +3.5% | -3.6% | -0.7% |
| 30D | -13.3% | -9.3% | -4.0% | -12.0% |
| 3M | -16.3% | -32.1% | +15.8% | -11.2% |
| 6M | -15.4% | -19.8% | +4.4% | -13.0% |
| YTD | +9.2% | -13.2% | +22.3% | +10.6% |
| 1Y | +26.5% | -7.8% | +34.3% | +26.5% |
| 3Y | +49.9% | +89.3% | -39.4% | +29.4% |
| 5Y | +93.9% | -15.8% | +109.8% | +86.0% |
| 10Y | +422.3% | +262.2% | +160.1% | +286.0% |
| All | +315.8% | +987.9% | -672.2% | +184.2% |
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