+216.5%
BURL vs RJF
+439.7%
-223.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -28.2% | -1.3% | -26.9% | -27.8% |
| 3M | -17.6% | +18.9% | -36.5% | -25.2% |
| 6M | -11.8% | +15.0% | -26.8% | -18.6% |
| YTD | -8.1% | +12.2% | -20.4% | -14.5% |
| 1Y | -12.0% | +5.6% | -17.6% | -15.7% |
| 3Y | +63.3% | +74.9% | -11.6% | +17.4% |
| 5Y | -10.8% | +106.6% | -117.5% | -42.2% |
| All | +216.5% | +439.7% | -223.1% | +32.4% |
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