+884.4%
RCL vs BURL
+987.9%
-103.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.8% |
| 7D | +3.9% | +3.5% | +0.5% | +2.4% |
| 30D | +11.8% | -9.3% | +21.0% | +16.5% |
| 3M | -0.8% | -32.1% | +31.3% | +17.0% |
| 6M | +23.6% | -19.8% | +43.4% | +34.4% |
| YTD | +17.6% | -13.2% | +30.8% | +23.1% |
| 1Y | +28.3% | -7.8% | +36.1% | +29.2% |
| 3Y | +261.4% | +89.3% | +172.1% | +145.3% |
| 5Y | +245.3% | -15.8% | +261.1% | +225.0% |
| 10Y | +381.8% | +262.2% | +119.6% | +194.5% |
| All | +884.4% | +987.9% | -103.5% | +410.0% |
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