+240.7%
BURL vs RBA
+224.6%
+16.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +4.1% | +4.3% | -0.2% | +2.7% |
| 30D | -9.5% | +16.3% | -25.8% | -13.9% |
| 3M | -33.5% | +1.3% | -34.8% | -34.0% |
| 6M | -22.1% | -11.1% | -11.0% | -20.0% |
| YTD | -14.6% | -8.5% | -6.1% | -13.6% |
| 1Y | -8.4% | -2.1% | -6.2% | -9.5% |
| 3Y | +86.6% | +44.6% | +42.0% | +59.5% |
| 5Y | -17.2% | +36.8% | -54.0% | -29.5% |
| All | +240.7% | +224.6% | +16.1% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling