+62.4%
RSG vs BURL
+94.5%
-32.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +2.0% | +5.9% | -3.9% | +1.8% |
| 30D | +14.2% | -8.3% | +22.5% | +14.3% |
| 3M | +15.8% | -31.6% | +47.4% | +16.5% |
| 6M | +24.6% | -16.6% | +41.2% | +24.9% |
| YTD | +18.2% | -12.1% | +30.3% | +18.2% |
| 1Y | +22.8% | -10.0% | +32.7% | +22.6% |
| 3Y | +62.4% | +94.3% | -31.9% | +60.2% |
| All | +62.4% | +94.5% | -32.1% | +60.2% |
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