-2.0%
RKT vs BURL
-15.9%
+13.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.3% |
| 7D | +24.3% | +3.5% | +20.9% | +23.0% |
| 30D | +27.9% | -9.3% | +37.2% | +32.1% |
| 3M | +6.9% | -32.1% | +39.0% | +20.9% |
| 6M | +5.2% | -19.8% | +25.0% | +12.2% |
| YTD | -23.5% | -13.2% | -10.3% | -20.6% |
| 1Y | -9.1% | -7.8% | -1.2% | -8.4% |
| 3Y | +81.5% | +89.3% | -7.8% | +34.8% |
| 5Y | -2.0% | -15.8% | +13.8% | -13.0% |
| All | -2.0% | -15.9% | +13.9% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling