+52.8%
RMD vs BURL
+63.9%
-11.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -5.0% | -2.8% | -2.2% | -4.6% |
| 30D | +2.2% | -28.2% | +30.4% | +8.2% |
| 3M | +17.8% | -17.6% | +35.4% | +21.6% |
| 6M | -11.3% | -11.8% | +0.4% | -10.1% |
| YTD | -4.4% | -8.1% | +3.7% | -3.8% |
| 1Y | -15.7% | -12.0% | -3.8% | -14.9% |
| All | +52.8% | +63.9% | -11.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling