+233.9%
BURL vs RRC
+71.8%
+162.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -4.3% | +21.1% | -25.5% | -7.0% |
| 3M | -28.8% | +28.4% | -57.2% | -31.4% |
| 6M | -12.8% | +26.5% | -39.3% | -16.0% |
| YTD | -12.8% | +47.0% | -59.8% | -18.0% |
| 1Y | -12.3% | +35.2% | -47.4% | -16.6% |
| 3Y | +92.7% | +61.0% | +31.7% | +77.0% |
| 5Y | -6.5% | +133.6% | -140.2% | -19.6% |
| All | +233.9% | +71.8% | +162.0% | +139.5% |
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