-8.4%
BURL vs RRC
+31.6%
-40.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.9% |
| 7D | +4.1% | -10.8% | +14.9% | +2.8% |
| 30D | -9.5% | +22.3% | -31.8% | -8.3% |
| 3M | -33.5% | +26.6% | -60.1% | -32.5% |
| 6M | -22.1% | +18.9% | -41.0% | -21.0% |
| YTD | -14.6% | +39.2% | -53.8% | -17.2% |
| 1Y | -8.4% | +34.0% | -42.3% | -9.8% |
| All | -8.4% | +31.6% | -40.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling