+246.2%
BURL vs RBA
+229.0%
+17.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +3.5% | +7.3% | -3.9% | +1.2% |
| 30D | -9.3% | +16.9% | -26.2% | -13.8% |
| 3M | -32.1% | -0.5% | -31.6% | -32.2% |
| 6M | -19.8% | -10.4% | -9.4% | -17.9% |
| YTD | -13.2% | -7.2% | -6.0% | -12.5% |
| 1Y | -7.8% | -2.2% | -5.6% | -8.9% |
| 3Y | +89.3% | +43.7% | +45.6% | +62.2% |
| 5Y | -15.8% | +38.7% | -54.5% | -28.6% |
| All | +246.2% | +229.0% | +17.3% | +88.7% |
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