+201.4%
ROP vs BURL
+258.4%
-57.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.2% |
| 7D | +9.2% | +3.5% | +5.7% | +8.6% |
| 30D | +35.5% | -9.3% | +44.8% | +37.6% |
| 3M | +24.4% | -32.1% | +56.5% | +32.0% |
| 6M | +38.0% | -19.8% | +57.8% | +41.9% |
| YTD | +11.1% | -13.2% | +24.3% | +12.3% |
| 1Y | +10.9% | -7.8% | +18.7% | +10.5% |
| 3Y | -0.5% | +89.3% | -89.8% | -15.1% |
| 5Y | +4.5% | -15.8% | +20.3% | +0.8% |
| All | +201.4% | +258.4% | -57.0% | +126.1% |
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 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