+64.2%
BURL vs RRC
+31.1%
+33.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -28.2% | +10.1% | -38.3% | -29.1% |
| 3M | -17.6% | +4.0% | -21.6% | -18.1% |
| 6M | -11.8% | +1.6% | -13.4% | -12.4% |
| YTD | -8.1% | +19.7% | -27.9% | -11.7% |
| 1Y | -12.0% | +21.4% | -33.4% | -15.8% |
| All | +64.2% | +31.1% | +33.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling