-8.8%
BURL vs RCAT
-53.5%
+44.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.4% | -7.2% | +4.1% |
| 7D | +7.7% | +1.1% | +6.6% | +7.7% |
| 30D | -7.1% | -22.0% | +14.9% | -6.9% |
| 3M | -30.3% | -51.1% | +20.8% | -29.9% |
| 6M | -15.5% | -56.6% | +41.1% | -15.4% |
| YTD | -11.0% | -43.3% | +32.3% | -13.3% |
| All | -8.8% | -53.5% | +44.6% | -11.5% |
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