+933.1%
BURL vs RBA
+501.1%
+432.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +7.1% |
| 7D | +10.4% | +12.7% | -2.2% | +6.8% |
| 30D | -4.9% | +15.5% | -20.5% | -8.8% |
| 3M | -29.8% | -14.0% | -15.7% | -27.2% |
| 6M | -16.5% | -8.8% | -7.6% | -15.1% |
| YTD | -10.5% | -6.9% | -3.6% | -10.0% |
| 1Y | -5.3% | -3.0% | -2.3% | -5.9% |
| 3Y | +95.1% | +44.2% | +50.9% | +71.5% |
| 5Y | -12.1% | +50.6% | -62.7% | -25.3% |
| 10Y | +273.2% | +232.8% | +40.4% | +140.4% |
| All | +933.1% | +501.1% | +432.0% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling