+169.3%
RTX vs BURL
-11.0%
+180.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -5.2% | -2.8% | -2.4% | -4.9% |
| 30D | -9.4% | -28.2% | +18.8% | -6.5% |
| 3M | +12.3% | -17.6% | +29.9% | +14.1% |
| 6M | -3.1% | -11.8% | +8.7% | -2.5% |
| YTD | +10.7% | -8.1% | +18.8% | +10.8% |
| 1Y | +28.4% | -12.0% | +40.4% | +28.8% |
| 3Y | +147.1% | +63.3% | +83.8% | +129.1% |
| All | +169.3% | -11.0% | +180.3% | +173.4% |
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