-12.0%
BURL vs RJF
+7.8%
-19.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -28.2% | -1.3% | -26.9% | -27.9% |
| 3M | -17.6% | +18.9% | -36.5% | -23.0% |
| 6M | -11.8% | +15.0% | -26.8% | -16.9% |
| YTD | -8.1% | +12.2% | -20.4% | -12.9% |
| 1Y | -12.0% | +5.6% | -17.6% | -15.5% |
| All | -12.0% | +7.8% | -19.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling