+933.1%
BURL vs RRC
-25.6%
+958.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.2% | +8.1% |
| 7D | +10.4% | -6.8% | +17.2% | +11.2% |
| 30D | -4.9% | +34.7% | -39.7% | -8.4% |
| 3M | -29.8% | +31.5% | -61.3% | -32.2% |
| 6M | -16.5% | +21.8% | -38.2% | -18.8% |
| YTD | -10.5% | +48.9% | -59.4% | -15.3% |
| 1Y | -5.3% | +42.1% | -47.4% | -9.9% |
| 3Y | +95.1% | +44.1% | +50.9% | +83.3% |
| 5Y | -12.1% | +137.8% | -149.8% | -23.1% |
| 10Y | +273.2% | +74.1% | +199.1% | +186.2% |
| All | +933.1% | -25.6% | +958.7% | +701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling