+216.9%
BURL vs RBA
+187.5%
+29.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -2.8% | -2.9% | +0.1% | -1.9% |
| 30D | -28.2% | -12.3% | -15.9% | -25.2% |
| 3M | -17.6% | -20.5% | +2.9% | -12.0% |
| 6M | -11.8% | -18.5% | +6.8% | -6.7% |
| YTD | -8.1% | -18.2% | +10.1% | -3.4% |
| 1Y | -12.0% | -27.5% | +15.6% | -3.9% |
| 3Y | +63.3% | +38.1% | +25.2% | +41.9% |
| 5Y | -10.8% | +44.8% | -55.6% | -26.0% |
| All | +216.9% | +187.5% | +29.3% | +82.7% |
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