+240.7%
BURL vs RCAT
-99.8%
+340.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.2% | -1.7% |
| 7D | +4.1% | -12.7% | +16.8% | +4.1% |
| 30D | -9.5% | -34.3% | +24.8% | -9.2% |
| 3M | -33.5% | -53.4% | +19.9% | -33.2% |
| 6M | -22.1% | -62.0% | +39.9% | -21.7% |
| YTD | -14.6% | -49.1% | +34.5% | -14.5% |
| 1Y | -8.4% | -53.1% | +44.8% | -8.2% |
| 3Y | +86.6% | +318.7% | -232.1% | +83.4% |
| 5Y | -17.2% | +48.5% | -65.7% | -18.4% |
| All | +240.7% | -99.8% | +340.5% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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