-20.8%
RIVN vs BURL
+86.7%
-107.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +11.9% | +4.1% | +7.8% | +10.6% |
| 30D | -5.1% | -9.5% | +4.4% | -2.1% |
| 3M | -11.5% | -33.5% | +22.0% | +0.8% |
| 6M | -6.0% | -22.1% | +16.1% | +0.3% |
| YTD | -30.9% | -14.6% | -16.4% | -28.7% |
| 1Y | -10.6% | -8.4% | -2.2% | -10.5% |
| 3Y | -20.8% | +86.6% | -107.3% | -22.7% |
| All | -20.8% | +86.7% | -107.5% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling