+304.8%
RTX vs BURL
+1,021.0%
-716.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -4.2% |
| 7D | +1.3% | +10.4% | -9.1% | -0.9% |
| 30D | +7.6% | -4.9% | +12.6% | +8.6% |
| 3M | -8.6% | -29.8% | +21.1% | -2.2% |
| 6M | +15.6% | -16.5% | +32.1% | +18.6% |
| YTD | +9.4% | -10.5% | +19.9% | +10.0% |
| 1Y | +14.7% | -5.3% | +20.0% | +13.4% |
| 3Y | +154.7% | +95.1% | +59.6% | +104.2% |
| 5Y | +150.9% | -12.1% | +162.9% | +135.7% |
| 10Y | +290.8% | +273.2% | +17.6% | +176.0% |
| All | +304.8% | +1,021.0% | -716.1% | +162.4% |
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 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