-20.0%
RKT vs BURL
+38.2%
-58.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.5% |
| 7D | +4.6% | +5.9% | -1.2% | +3.0% |
| 30D | +25.9% | -8.3% | +34.2% | +29.0% |
| 3M | +5.0% | -31.6% | +36.7% | +16.6% |
| 6M | -7.9% | -16.6% | +8.7% | -3.7% |
| YTD | -25.4% | -12.1% | -13.3% | -23.1% |
| 1Y | -15.4% | -10.0% | -5.4% | -14.1% |
| 3Y | +83.3% | +94.3% | -11.0% | +44.0% |
| 5Y | -0.8% | -13.2% | +12.4% | -14.5% |
| All | -20.0% | +38.2% | -58.2% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling