+331.5%
RCL vs BURL
+215.5%
+116.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -1.4% |
| 7D | -5.1% | -2.8% | -2.3% | -3.8% |
| 30D | -19.0% | -28.2% | +9.2% | -4.9% |
| 3M | -9.6% | -17.6% | +8.0% | -0.9% |
| 6M | -6.7% | -11.8% | +5.1% | -1.9% |
| YTD | -3.9% | -8.1% | +4.2% | -1.3% |
| 1Y | -25.1% | -12.0% | -13.1% | -22.9% |
| 3Y | +179.1% | +63.3% | +115.8% | +94.8% |
| 5Y | +243.3% | -10.8% | +254.1% | +214.0% |
| All | +331.5% | +215.5% | +116.0% | +173.1% |
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