+851.2%
RSG vs BURL
+987.9%
-136.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +2.0% |
| 7D | +5.6% | +3.5% | +2.1% | +5.1% |
| 30D | +16.1% | -9.3% | +25.4% | +17.3% |
| 3M | +20.5% | -32.1% | +52.6% | +25.6% |
| 6M | +22.7% | -19.8% | +42.5% | +25.1% |
| YTD | +18.7% | -13.2% | +31.9% | +19.5% |
| 1Y | +21.9% | -7.8% | +29.7% | +21.5% |
| 3Y | +67.6% | +89.3% | -21.7% | +48.3% |
| 5Y | +99.3% | -15.8% | +115.1% | +93.3% |
| 10Y | +468.7% | +262.2% | +206.5% | +343.7% |
| All | +851.2% | +987.9% | -136.8% | +590.2% |
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 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