-3.5%
ROP vs BURL
+86.7%
-90.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.8% |
| 7D | +2.1% | +4.1% | -1.9% | +1.8% |
| 30D | +32.9% | -9.5% | +42.4% | +34.0% |
| 3M | +20.0% | -33.5% | +53.5% | +24.5% |
| 6M | +36.4% | -22.1% | +58.5% | +39.0% |
| YTD | +7.8% | -14.6% | +22.4% | +8.5% |
| 1Y | +8.0% | -8.4% | +16.3% | +7.5% |
| 3Y | -3.5% | +86.6% | -90.0% | -6.5% |
| All | -3.5% | +86.7% | -90.2% | -6.5% |
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