-15.8%
BURL vs RCAT
+25.6%
-41.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.9% | +11.9% | -2.3% |
| 7D | +3.5% | -32.6% | +36.0% | +5.2% |
| 30D | -9.3% | -46.3% | +37.0% | -6.9% |
| 3M | -32.1% | -60.7% | +28.6% | -29.5% |
| 6M | -19.8% | -67.4% | +47.5% | -16.8% |
| YTD | -13.2% | -57.1% | +43.9% | -12.3% |
| 1Y | -7.8% | -63.8% | +55.9% | -6.4% |
| 3Y | +89.3% | +268.1% | -178.8% | +62.5% |
| 5Y | -15.8% | +25.2% | -41.0% | -20.8% |
| All | -15.8% | +25.6% | -41.5% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling