-16.7%
RKT vs BURL
+34.3%
-51.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +17.7% | +4.1% | +13.6% | +16.4% |
| 30D | +31.6% | -9.5% | +41.1% | +35.5% |
| 3M | +13.9% | -33.5% | +47.4% | +27.5% |
| 6M | +2.8% | -22.1% | +24.9% | +9.6% |
| YTD | -22.2% | -14.6% | -7.6% | -19.2% |
| 1Y | -3.5% | -8.4% | +4.8% | -2.6% |
| 3Y | +95.3% | +86.6% | +8.7% | +55.2% |
| 5Y | -0.4% | -17.2% | +16.8% | -13.4% |
| All | -16.7% | +34.3% | -51.0% | -26.1% |
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