+240.7%
BURL vs RL
+356.1%
-115.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +4.1% | -4.2% | +8.2% | +6.3% |
| 30D | -9.5% | +4.3% | -13.7% | -11.4% |
| 3M | -33.5% | -4.6% | -28.9% | -32.0% |
| 6M | -22.1% | +1.7% | -23.8% | -23.5% |
| YTD | -14.6% | +7.3% | -21.9% | -18.8% |
| 1Y | -8.4% | +20.8% | -29.2% | -18.4% |
| 3Y | +86.6% | +247.0% | -160.4% | -5.6% |
| 5Y | -17.2% | +225.5% | -242.6% | -57.7% |
| All | +240.7% | +356.1% | -115.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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