+626.7%
RVMD vs BURL
+10.4%
+616.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | +1.0% | -2.8% | +3.8% | +1.8% |
| 30D | +6.4% | -28.2% | +34.6% | +16.9% |
| 3M | +34.9% | -17.6% | +52.5% | +41.5% |
| 6M | +107.6% | -11.8% | +119.3% | +111.4% |
| YTD | +163.7% | -8.1% | +171.8% | +164.6% |
| 1Y | +439.2% | -12.0% | +451.2% | +442.2% |
| 3Y | +499.2% | +63.3% | +435.9% | +368.4% |
| 5Y | +621.7% | -10.8% | +632.5% | +575.4% |
| All | +626.7% | +10.4% | +616.3% | +510.2% |
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