+902.7%
BURL vs RJF
+613.3%
+289.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -1.8% |
| 7D | +3.5% | +2.2% | +1.3% | +2.4% |
| 30D | -9.3% | +3.4% | -12.7% | -10.7% |
| 3M | -32.1% | -8.7% | -23.4% | -29.0% |
| 6M | -19.8% | +4.1% | -23.9% | -21.8% |
| YTD | -13.2% | +3.7% | -16.9% | -15.6% |
| 1Y | -7.8% | +4.4% | -12.2% | -10.8% |
| 3Y | +89.3% | +69.2% | +20.2% | +41.2% |
| 5Y | -15.8% | +76.6% | -92.4% | -39.3% |
| 10Y | +262.2% | +382.8% | -120.6% | +60.1% |
| All | +902.7% | +613.3% | +289.3% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling