+749.3%
RSG vs BURL
+1,051.1%
-301.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | +7.6% | -28.2% | +35.7% | +11.6% |
| 3M | +7.4% | -17.6% | +25.0% | +9.6% |
| 6M | -3.3% | -11.8% | +8.5% | -2.5% |
| YTD | +6.0% | -8.1% | +14.1% | +6.3% |
| 1Y | -3.7% | -12.0% | +8.3% | -3.3% |
| 3Y | +59.1% | +63.3% | -4.2% | +44.0% |
| 5Y | +89.0% | -10.8% | +99.8% | +82.2% |
| 10Y | +412.5% | +215.9% | +196.6% | +305.9% |
| All | +749.3% | +1,051.1% | -301.8% | +513.6% |
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