+322.8%
RIO vs BURL
+1,021.0%
-698.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +2.3% |
| 7D | -1.6% | +10.4% | -12.0% | -3.2% |
| 30D | -11.6% | -4.9% | -6.7% | -10.9% |
| 3M | -12.7% | -29.8% | +17.0% | -7.9% |
| 6M | -12.4% | -16.5% | +4.1% | -10.5% |
| YTD | +11.0% | -10.5% | +21.5% | +11.9% |
| 1Y | +30.8% | -5.3% | +36.2% | +30.2% |
| 3Y | +52.4% | +95.1% | -42.6% | +30.9% |
| 5Y | +96.4% | -12.1% | +108.5% | +87.0% |
| 10Y | +431.1% | +273.2% | +157.9% | +290.6% |
| All | +322.8% | +1,021.0% | -698.2% | +187.6% |
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