+220.2%
RRX vs BURL
+252.7%
-32.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +7.5% | +4.1% | +3.4% | +5.9% |
| 30D | +3.0% | -9.5% | +12.5% | +6.0% |
| 3M | -5.3% | -33.5% | +28.2% | +7.5% |
| 6M | -26.6% | -22.1% | -4.6% | -21.4% |
| YTD | +21.2% | -14.6% | +35.8% | +25.9% |
| 1Y | +25.9% | -8.4% | +34.3% | +26.9% |
| 3Y | +71.7% | +86.6% | -14.9% | +37.0% |
| 5Y | +7.8% | -17.2% | +24.9% | +5.1% |
| All | +220.2% | +252.7% | -32.5% | +114.0% |
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 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