+216.9%
BURL vs RY
+373.9%
-157.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.2% |
| 7D | -2.8% | +3.1% | -5.9% | -5.3% |
| 30D | -28.2% | -0.3% | -27.8% | -28.1% |
| 3M | -17.6% | +8.7% | -26.3% | -23.3% |
| 6M | -11.8% | +28.5% | -40.3% | -28.4% |
| YTD | -8.1% | +25.1% | -33.3% | -24.0% |
| 1Y | -12.0% | +46.3% | -58.2% | -36.1% |
| 3Y | +63.3% | +154.9% | -91.6% | -24.9% |
| 5Y | -10.8% | +140.3% | -151.1% | -57.4% |
| All | +216.9% | +373.9% | -157.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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