+14.7%
RRX vs BURL
-12.4%
+27.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +5.6% |
| 7D | +12.3% | +7.7% | +4.6% | +9.7% |
| 30D | +9.5% | -7.1% | +16.7% | +11.8% |
| 3M | +1.8% | -30.3% | +32.1% | +13.1% |
| 6M | -15.3% | -15.5% | +0.2% | -12.0% |
| YTD | +29.6% | -11.0% | +40.6% | +32.8% |
| 1Y | +34.1% | -8.4% | +42.5% | +35.4% |
| 3Y | +74.0% | +96.7% | -22.6% | +45.8% |
| 5Y | +14.7% | -14.1% | +28.8% | +7.7% |
| All | +14.7% | -12.4% | +27.1% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling