-8.4%
BURL vs RCAT
-56.7%
+48.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.2% | -1.7% |
| 7D | +4.1% | -12.7% | +16.8% | +4.2% |
| 30D | -9.5% | -34.3% | +24.8% | -9.0% |
| 3M | -33.5% | -53.4% | +19.9% | -33.0% |
| 6M | -22.1% | -62.0% | +39.9% | -21.6% |
| YTD | -14.6% | -49.1% | +34.5% | -17.2% |
| 1Y | -8.4% | -53.1% | +44.8% | -11.3% |
| All | -8.4% | -56.7% | +48.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling