+960.9%
BURL vs RCAT
-99.9%
+1,060.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -28.2% | -3.3% | -24.8% | -28.2% |
| 3M | -17.6% | -43.2% | +25.6% | -17.4% |
| 6M | -11.8% | -43.2% | +31.4% | -11.6% |
| YTD | -8.1% | +5.5% | -13.7% | -8.4% |
| 1Y | -12.0% | -1.6% | -10.3% | -12.2% |
| 3Y | +63.3% | +773.7% | -710.4% | +60.3% |
| 5Y | -10.8% | +187.6% | -198.4% | -12.3% |
| 10Y | +215.9% | -98.5% | +314.4% | +206.7% |
| All | +960.9% | -99.9% | +1,060.8% | +952.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling