+2.0%
RIOT vs BURL
-9.4%
+11.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +4.9% |
| 7D | +49.2% | +7.7% | +41.5% | +47.4% |
| 30D | +4.6% | -7.1% | +11.7% | +5.7% |
| 3M | -13.9% | -30.3% | +16.4% | -10.5% |
| 6M | -26.7% | -15.5% | -11.1% | -27.1% |
| YTD | +39.4% | -11.0% | +50.4% | +42.7% |
| All | +2.0% | -9.4% | +11.4% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling