+246.2%
BURL vs RY
+366.5%
-120.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -0.6% |
| 7D | +3.5% | -1.1% | +4.6% | +4.5% |
| 30D | -9.3% | +4.4% | -13.7% | -12.5% |
| 3M | -32.1% | -2.9% | -29.2% | -30.6% |
| 6M | -19.8% | +15.6% | -35.4% | -29.1% |
| YTD | -13.2% | +21.8% | -35.0% | -26.7% |
| 1Y | -7.8% | +42.6% | -50.4% | -31.7% |
| 3Y | +89.3% | +160.9% | -71.6% | -14.9% |
| 5Y | -15.8% | +126.1% | -141.9% | -57.8% |
| All | +246.2% | +366.5% | -120.3% | +21.0% |
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