+65.6%
RRX vs BURL
+87.4%
-21.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.9% |
| 7D | +4.3% | -1.6% | +5.9% | +5.1% |
| 30D | +12.3% | -7.7% | +20.1% | +15.6% |
| 3M | +3.7% | -31.7% | +35.3% | +20.1% |
| 6M | -13.9% | -15.2% | +1.2% | -10.0% |
| YTD | +26.5% | -15.9% | +42.4% | +33.1% |
| 1Y | +29.3% | -14.2% | +43.5% | +33.7% |
| 3Y | +65.6% | +93.5% | -28.0% | +48.9% |
| All | +65.6% | +87.4% | -21.9% | +48.9% |
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