-3.5%
RKT vs BURL
-7.8%
+4.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +35.0% |
| 3M | +13.9% | -33.5% | +47.4% | +26.9% |
| 6M | +2.8% | -22.1% | +24.9% | +8.6% |
| YTD | -22.2% | -14.6% | -7.6% | -16.3% |
| 1Y | -3.5% | -8.4% | +4.8% | +5.6% |
| All | -3.5% | -7.8% | +4.3% | +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