-11.8%
ROP vs BURL
-11.0%
-0.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.8% |
| 7D | -4.4% | -2.8% | -1.6% | -4.2% |
| 30D | +3.2% | -28.2% | +31.4% | +6.9% |
| 3M | +23.1% | -17.6% | +40.6% | +25.4% |
| 6M | +13.3% | -11.8% | +25.1% | +14.2% |
| YTD | -7.9% | -8.1% | +0.3% | -7.7% |
| 1Y | -22.1% | -12.0% | -10.1% | -21.7% |
| 3Y | -16.8% | +63.3% | -80.1% | -23.3% |
| All | -11.8% | -11.0% | -0.8% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling