+933.1%
BURL vs RL
+218.2%
+714.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +5.6% |
| 7D | +10.4% | +5.8% | +4.6% | +7.7% |
| 30D | -4.9% | +12.7% | -17.7% | -10.0% |
| 3M | -29.8% | +9.3% | -39.1% | -32.6% |
| 6M | -16.5% | +16.9% | -33.4% | -22.8% |
| YTD | -10.5% | +17.5% | -28.0% | -18.0% |
| 1Y | -5.3% | +34.6% | -40.0% | -18.9% |
| 3Y | +95.1% | +273.2% | -178.2% | +2.3% |
| 5Y | -12.1% | +265.2% | -277.3% | -54.2% |
| 10Y | +273.2% | +406.7% | -133.5% | +59.9% |
| All | +933.1% | +218.2% | +714.9% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling