+64.2%
BURL vs REPL
-22.6%
+86.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.6% |
| 7D | -2.8% | -3.0% | +0.2% | -2.8% |
| 30D | -28.2% | +27.1% | -55.3% | -28.4% |
| 3M | -17.6% | +52.4% | -70.0% | -18.5% |
| 6M | -11.8% | +107.4% | -119.2% | -14.6% |
| YTD | -8.1% | +54.7% | -62.9% | -10.7% |
| 1Y | -12.0% | +158.9% | -170.8% | -15.7% |
| All | +64.2% | -22.6% | +86.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling