+63.9%
RBRK vs BURL
-4.6%
+68.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +1.1% |
| 7D | -12.5% | +10.4% | -22.9% | -13.6% |
| 30D | -3.0% | -4.9% | +1.9% | -2.3% |
| 3M | +46.9% | -29.8% | +76.7% | +53.0% |
| 6M | +105.4% | -16.5% | +121.9% | +106.0% |
| YTD | +55.6% | -10.5% | +66.1% | +51.8% |
| 1Y | +63.9% | -5.3% | +69.2% | +54.5% |
| All | +63.9% | -4.6% | +68.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling