+176.3%
RRX vs BURL
+987.9%
-811.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.7% |
| 7D | -2.0% | +3.5% | -5.5% | -3.1% |
| 30D | -3.6% | -9.3% | +5.6% | -1.1% |
| 3M | -12.3% | -32.1% | +19.8% | -2.4% |
| 6M | -27.5% | -19.8% | -7.7% | -23.5% |
| YTD | +14.9% | -13.2% | +28.1% | +18.5% |
| 1Y | +17.4% | -7.8% | +25.3% | +18.2% |
| 3Y | +55.5% | +89.3% | -33.8% | +27.4% |
| 5Y | +2.2% | -15.8% | +18.0% | -1.1% |
| 10Y | +225.1% | +262.2% | -37.1% | +127.6% |
| All | +176.3% | +987.9% | -811.7% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling