+147.6%
RBRK vs BURL
+43.5%
+104.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.2% |
| 7D | +3.7% | -2.6% | +6.2% | +4.4% |
| 30D | +1.7% | -30.8% | +32.5% | +11.5% |
| 3M | +27.7% | -18.7% | +46.4% | +33.7% |
| 6M | +60.3% | -16.4% | +76.7% | +64.8% |
| YTD | +19.8% | -11.6% | +31.4% | +20.4% |
| 1Y | -4.2% | -12.0% | +7.8% | -4.4% |
| All | +147.6% | +43.5% | +104.1% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling