+153.2%
RBRK vs BURL
+49.1%
+104.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +1.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.3% |
| 30D | +10.4% | -28.2% | +38.6% | +19.9% |
| 3M | +21.6% | -17.6% | +39.2% | +27.0% |
| 6M | +70.7% | -11.8% | +82.5% | +72.6% |
| YTD | +22.5% | -8.1% | +30.6% | +21.9% |
| 1Y | +8.2% | -12.0% | +20.2% | +8.1% |
| All | +153.2% | +49.1% | +104.1% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling