+240.7%
BURL vs RJF
+367.7%
-127.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +4.1% | +3.6% | +0.5% | +2.2% |
| 30D | -9.5% | +3.5% | -13.0% | -11.1% |
| 3M | -33.5% | -8.9% | -24.6% | -30.3% |
| 6M | -22.1% | +2.9% | -25.0% | -23.7% |
| YTD | -14.6% | +2.8% | -17.4% | -16.8% |
| 1Y | -8.4% | +2.7% | -11.0% | -10.8% |
| 3Y | +86.6% | +69.3% | +17.3% | +36.1% |
| 5Y | -17.2% | +75.0% | -92.2% | -41.6% |
| All | +240.7% | +367.7% | -127.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling