+361.2%
RMD vs BURL
+258.4%
+102.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -5.3% | +3.5% | -8.8% | -5.9% |
| 30D | +8.4% | -9.3% | +17.7% | +10.3% |
| 3M | +7.1% | -32.1% | +39.2% | +14.7% |
| 6M | +15.8% | -19.8% | +35.6% | +19.6% |
| YTD | +0.2% | -13.2% | +13.3% | +1.7% |
| 1Y | -1.4% | -7.8% | +6.5% | -1.4% |
| 3Y | +61.3% | +89.3% | -28.0% | +37.0% |
| 5Y | -3.9% | -15.8% | +11.9% | -8.0% |
| All | +361.2% | +258.4% | +102.8% | +248.0% |
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 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