+95.3%
BURL vs RY
+166.5%
-71.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.7% | +5.2% |
| 7D | +10.4% | +2.5% | +8.0% | +8.4% |
| 30D | -4.9% | +8.4% | -13.4% | -11.1% |
| 3M | -29.8% | +1.2% | -31.0% | -30.6% |
| 6M | -16.5% | +19.4% | -35.8% | -28.6% |
| YTD | -10.5% | +25.4% | -36.0% | -27.0% |
| 1Y | -5.3% | +46.7% | -52.0% | -33.0% |
| All | +95.3% | +166.5% | -71.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling