+303.5%
ROP vs BURL
+1,021.0%
-717.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +2.7% |
| 7D | +11.7% | +10.4% | +1.3% | +9.9% |
| 30D | +35.5% | -4.9% | +40.4% | +36.4% |
| 3M | +25.3% | -29.8% | +55.1% | +32.0% |
| 6M | +38.9% | -16.5% | +55.4% | +41.8% |
| YTD | +11.4% | -10.5% | +21.9% | +12.0% |
| 1Y | +10.3% | -5.3% | +15.6% | +9.5% |
| 3Y | -0.2% | +95.1% | -95.3% | -14.5% |
| 5Y | +4.1% | -12.1% | +16.1% | -0.7% |
| 10Y | +208.2% | +273.2% | -64.9% | +122.1% |
| All | +303.5% | +1,021.0% | -717.5% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling