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  • BURL vs RJF✓SelectedUSD · RJFBURL vs RJF performance historyLatest closeAs of+2.62%09/04
Stock and ETF performance explorer

BURL vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+960.9%
RJF return
+671.6%
Excess return
+289.2%
Maximum drawdown
-68.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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%-24.8%
6M-11.8%+15.0%-26.8%-18.2%
YTD-8.1%+12.2%-20.4%-14.2%
1Y-12.0%+5.6%-17.6%-15.5%
3Y+63.3%+74.9%-11.6%+19.8%
5Y-10.8%+106.6%-117.5%-40.5%
10Y+215.9%+433.1%-217.2%+33.0%
All+960.9%+671.6%+289.2%+293.7%

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