+448.0%
RSG vs BURL
+232.1%
+215.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.4% |
| 7D | +2.5% | -1.6% | +4.1% | +2.6% |
| 30D | +12.7% | -7.7% | +20.5% | +13.7% |
| 3M | +17.9% | -31.7% | +49.6% | +22.9% |
| 6M | +25.0% | -15.2% | +40.1% | +26.5% |
| YTD | +20.8% | -15.9% | +36.7% | +22.0% |
| 1Y | +24.3% | -14.2% | +38.5% | +24.9% |
| 3Y | +65.3% | +93.5% | -28.3% | +44.4% |
| 5Y | +99.1% | -9.9% | +108.9% | +91.1% |
| All | +448.0% | +232.1% | +215.9% | +351.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling