+64.2%
BURL vs RL
+212.5%
-148.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -28.2% | -7.8% | -20.4% | -25.2% |
| 3M | -17.6% | -4.0% | -13.6% | -16.1% |
| 6M | -11.8% | -1.9% | -9.9% | -11.8% |
| YTD | -8.1% | -0.2% | -8.0% | -9.3% |
| 1Y | -12.0% | +10.7% | -22.6% | -18.3% |
| All | +64.2% | +212.5% | -148.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling