-15.8%
BURL vs RL
+232.3%
-248.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | +1.2% |
| 7D | +3.5% | -4.7% | +8.1% | +6.3% |
| 30D | -9.3% | +3.6% | -12.8% | -11.2% |
| 3M | -32.1% | +0.5% | -32.7% | -32.4% |
| 6M | -19.8% | +6.6% | -26.4% | -23.6% |
| YTD | -13.2% | +8.8% | -22.0% | -18.9% |
| 1Y | -7.8% | +21.8% | -29.6% | -19.9% |
| 3Y | +89.3% | +245.8% | -156.5% | -17.8% |
| 5Y | -15.8% | +230.0% | -245.8% | -64.3% |
| All | -15.8% | +232.3% | -248.1% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling