+62.8%
RRX vs BURL
+89.8%
-27.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.4% |
| 7D | -2.0% | +3.5% | -5.5% | -3.4% |
| 30D | -3.6% | -9.3% | +5.6% | -0.2% |
| 3M | -12.3% | -32.1% | +19.8% | +1.8% |
| 6M | -27.5% | -19.8% | -7.7% | -22.2% |
| YTD | +14.9% | -13.2% | +28.1% | +19.4% |
| 1Y | +17.4% | -7.8% | +25.3% | +17.7% |
| All | +62.8% | +89.8% | -27.0% | +45.9% |
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