+184.4%
ROP vs BURL
+232.1%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.0% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +28.8% | -7.7% | +36.5% | +30.4% |
| 3M | +21.1% | -31.7% | +52.7% | +28.3% |
| 6M | +52.5% | -15.2% | +67.7% | +55.2% |
| YTD | +8.9% | -15.9% | +24.8% | +10.6% |
| 1Y | +8.2% | -14.2% | +22.4% | +9.2% |
| 3Y | -5.2% | +93.5% | -98.7% | -19.5% |
| 5Y | +1.7% | -9.9% | +11.6% | -3.5% |
| All | +184.4% | +232.1% | -47.7% | +113.6% |
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 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