-15.9%
BURL vs RCAT
+46.9%
-62.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.2% | -2.4% |
| 7D | +4.1% | -12.7% | +16.8% | +4.5% |
| 30D | -9.5% | -34.3% | +24.8% | -8.0% |
| 3M | -33.5% | -53.4% | +19.9% | -31.5% |
| 6M | -22.1% | -62.0% | +39.9% | -19.8% |
| YTD | -14.6% | -49.1% | +34.5% | -14.4% |
| 1Y | -8.4% | -53.1% | +44.8% | -8.1% |
| 3Y | +86.6% | +318.7% | -232.1% | +59.5% |
| All | -15.9% | +46.9% | -62.8% | -22.1% |
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 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