+140.1%
RBRK vs BURL
+34.4%
+105.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -1.4% |
| 7D | +1.9% | -7.0% | +8.8% | +3.8% |
| 30D | -9.3% | -35.6% | +26.3% | +1.3% |
| 3M | +23.8% | -26.3% | +50.1% | +33.0% |
| 6M | +55.4% | -20.7% | +76.0% | +61.8% |
| YTD | +16.1% | -17.2% | +33.3% | +18.7% |
| 1Y | -9.8% | -15.0% | +5.2% | -9.4% |
| All | +140.1% | +34.4% | +105.7% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling