+180.1%
RRX vs BURL
+1,051.1%
-871.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.2% |
| 30D | -11.1% | -28.2% | +17.0% | -2.2% |
| 3M | -23.7% | -17.6% | -6.1% | -19.6% |
| 6M | -22.0% | -11.8% | -10.2% | -19.6% |
| YTD | +16.5% | -8.1% | +24.6% | +18.7% |
| 1Y | +11.5% | -12.0% | +23.5% | +14.3% |
| 3Y | +1.5% | +63.3% | -61.8% | -13.6% |
| 5Y | +18.3% | -10.8% | +29.1% | +12.9% |
| 10Y | +209.8% | +215.9% | -6.1% | +119.4% |
| All | +180.1% | +1,051.1% | -871.1% | +77.1% |
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