+64.2%
BURL vs RBA
+36.9%
+27.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | -28.2% | -12.3% | -15.9% | -25.5% |
| 3M | -17.6% | -20.5% | +2.9% | -12.9% |
| 6M | -11.8% | -18.5% | +6.8% | -7.6% |
| YTD | -8.1% | -18.2% | +10.1% | -4.3% |
| 1Y | -12.0% | -27.5% | +15.6% | -4.8% |
| All | +64.2% | +36.9% | +27.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling