+240.7%
BURL vs RRC
+59.4%
+181.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | +4.1% | -10.8% | +14.9% | +5.5% |
| 30D | -9.5% | +22.3% | -31.8% | -12.1% |
| 3M | -33.5% | +26.6% | -60.1% | -35.8% |
| 6M | -22.1% | +18.9% | -41.0% | -24.4% |
| YTD | -14.6% | +39.2% | -53.8% | -19.1% |
| 1Y | -8.4% | +34.0% | -42.3% | -12.8% |
| 3Y | +86.6% | +42.0% | +44.5% | +74.1% |
| 5Y | -17.2% | +111.9% | -129.0% | -28.0% |
| All | +240.7% | +59.4% | +181.3% | +152.6% |
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