-22.2%
RKT vs BURL
+44.4%
-66.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.9% |
| 7D | +2.1% | -2.8% | +4.9% | +2.9% |
| 30D | +1.4% | -28.2% | +29.6% | +11.3% |
| 3M | +6.3% | -17.6% | +23.9% | +12.1% |
| 6M | -15.5% | -11.8% | -3.7% | -12.7% |
| YTD | -27.4% | -8.1% | -19.2% | -26.0% |
| 1Y | -26.6% | -12.0% | -14.6% | -25.1% |
| 3Y | +41.2% | +63.3% | -22.1% | +16.6% |
| 5Y | -6.4% | -10.8% | +4.4% | -20.2% |
| All | -22.2% | +44.4% | -66.6% | -32.3% |
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