-10.7%
BURL vs RRC
+156.2%
-166.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -28.2% | +10.1% | -38.3% | -29.4% |
| 3M | -17.6% | +4.0% | -21.6% | -18.4% |
| 6M | -11.8% | +1.6% | -13.4% | -12.6% |
| YTD | -8.1% | +19.7% | -27.9% | -12.1% |
| 1Y | -12.0% | +21.4% | -33.4% | -16.2% |
| 3Y | +63.3% | +29.7% | +33.6% | +50.3% |
| All | -10.7% | +156.2% | -166.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling