-18.0%
RKT vs BURL
+36.5%
-54.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.4% |
| 7D | +24.3% | +3.5% | +20.9% | +23.1% |
| 30D | +27.9% | -9.3% | +37.2% | +31.5% |
| 3M | +6.9% | -32.1% | +39.0% | +19.0% |
| 6M | +5.2% | -19.8% | +25.0% | +11.3% |
| YTD | -23.5% | -13.2% | -10.3% | -20.9% |
| 1Y | -9.1% | -7.8% | -1.2% | -8.3% |
| 3Y | +81.5% | +89.3% | -7.8% | +43.6% |
| 5Y | -2.0% | -15.8% | +13.8% | -15.1% |
| All | -18.0% | +36.5% | -54.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling