+31.9%
RRX vs BURL
-13.7%
+45.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +12.6% | +0.4% | +12.2% | +12.5% |
| 30D | +10.6% | -4.3% | +14.9% | +12.0% |
| 3M | +4.6% | -28.8% | +33.4% | +16.8% |
| 6M | -13.6% | -12.8% | -0.8% | -11.9% |
| YTD | +29.4% | -12.8% | +42.2% | +35.6% |
| 1Y | +31.9% | -12.3% | +44.2% | +38.2% |
| All | +31.9% | -13.7% | +45.6% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling