+96.8%
RSG vs BURL
-17.2%
+114.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +1.2% | +4.1% | -2.9% | +1.0% |
| 30D | +14.2% | -9.5% | +23.7% | +14.6% |
| 3M | +17.8% | -33.5% | +51.3% | +19.8% |
| 6M | +24.0% | -22.1% | +46.1% | +25.1% |
| YTD | +17.5% | -14.6% | +32.1% | +17.8% |
| 1Y | +21.9% | -8.4% | +30.3% | +21.7% |
| 3Y | +64.6% | +86.6% | -21.9% | +55.9% |
| All | +96.8% | -17.2% | +114.0% | +97.9% |
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