+312.6%
RSP vs BURL
+1,051.1%
-738.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -0.3% | -28.2% | +27.8% | +6.7% |
| 3M | +4.3% | -17.6% | +21.9% | +8.2% |
| 6M | +8.8% | -11.8% | +20.6% | +10.7% |
| YTD | +15.3% | -8.1% | +23.4% | +16.1% |
| 1Y | +18.3% | -12.0% | +30.2% | +19.4% |
| 3Y | +52.8% | +63.3% | -10.5% | +30.5% |
| 5Y | +51.7% | -10.8% | +62.5% | +42.7% |
| 10Y | +208.5% | +215.9% | -7.4% | +120.8% |
| All | +312.6% | +1,051.1% | -738.6% | +161.2% |
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