-24.1%
RKT vs BURL
+32.2%
-56.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.0% |
| 7D | -9.0% | -1.6% | -7.4% | -8.5% |
| 30D | +30.2% | -7.7% | +37.9% | +33.2% |
| 3M | -8.8% | -31.7% | +22.8% | +1.3% |
| 6M | -0.9% | -15.2% | +14.2% | +3.1% |
| YTD | -29.2% | -15.9% | -13.3% | -26.1% |
| 1Y | -20.1% | -14.2% | -5.9% | -17.7% |
| 3Y | +81.3% | +93.5% | -12.2% | +42.5% |
| 5Y | -6.6% | -9.9% | +3.3% | -18.9% |
| All | -24.1% | +32.2% | -56.3% | -32.5% |
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