-34.7%
ROL vs BURL
-4.6%
-30.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.5% |
| 7D | +14.6% | +10.4% | +4.2% | +12.7% |
| 30D | +29.3% | -4.9% | +34.2% | +29.9% |
| 3M | +2.0% | -29.8% | +31.8% | +6.4% |
| 6M | -28.5% | -16.5% | -12.1% | -26.7% |
| YTD | -35.3% | -10.5% | -24.8% | -33.8% |
| 1Y | -34.7% | -5.3% | -29.4% | -33.3% |
| All | -34.7% | -4.6% | -30.1% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling