+246.2%
BURL vs RRC
+64.2%
+182.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.7% | -2.5% |
| 7D | +3.5% | -6.9% | +10.3% | +4.3% |
| 30D | -9.3% | +25.4% | -34.7% | -12.2% |
| 3M | -32.1% | +31.9% | -64.0% | -34.8% |
| 6M | -19.8% | +17.2% | -37.0% | -22.0% |
| YTD | -13.2% | +43.4% | -56.6% | -18.1% |
| 1Y | -7.8% | +36.7% | -44.6% | -12.5% |
| 3Y | +89.3% | +38.8% | +50.5% | +77.2% |
| 5Y | -15.8% | +118.3% | -134.1% | -27.1% |
| All | +246.2% | +64.2% | +182.0% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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