+322.3%
RSP vs BURL
+1,021.0%
-698.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.2% |
| 7D | +2.7% | +10.4% | -7.7% | +0.5% |
| 30D | +5.8% | -4.9% | +10.7% | +6.8% |
| 3M | +1.8% | -29.8% | +31.5% | +9.2% |
| 6M | +11.6% | -16.5% | +28.1% | +14.8% |
| YTD | +18.0% | -10.5% | +28.5% | +19.1% |
| 1Y | +21.8% | -5.3% | +27.2% | +20.9% |
| 3Y | +65.6% | +95.1% | -29.5% | +35.6% |
| 5Y | +51.6% | -12.1% | +63.7% | +42.8% |
| 10Y | +231.0% | +273.2% | -42.2% | +131.1% |
| All | +322.3% | +1,021.0% | -698.7% | +168.1% |
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 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