+933.1%
BURL vs RCAT
-99.9%
+1,033.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.3% | +18.0% | +7.8% |
| 7D | +10.4% | -18.5% | +28.9% | +10.5% |
| 30D | -4.9% | -37.0% | +32.0% | -4.7% |
| 3M | -29.8% | -54.9% | +25.1% | -29.5% |
| 6M | -16.5% | -63.6% | +47.2% | -16.1% |
| YTD | -10.5% | -49.6% | +39.0% | -10.4% |
| 1Y | -5.3% | -57.8% | +52.5% | -5.1% |
| 3Y | +95.1% | +332.4% | -237.4% | +92.2% |
| 5Y | -12.1% | +48.1% | -60.2% | -13.2% |
| 10Y | +273.2% | -99.6% | +372.8% | +263.8% |
| All | +933.1% | -99.9% | +1,033.1% | +928.7% |
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