+561.2%
RMBS vs BURL
+254.9%
+306.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -15.5% | -4.4% | -11.1% | -14.4% |
| 3M | -11.5% | -28.6% | +17.1% | -2.1% |
| 6M | -36.5% | -12.3% | -24.2% | -34.7% |
| YTD | -7.1% | -11.3% | +4.2% | -4.4% |
| 1Y | -18.7% | -10.4% | -8.2% | -17.0% |
| 3Y | +36.2% | +96.1% | -59.9% | +10.6% |
| 5Y | +252.0% | -5.0% | +257.0% | +233.6% |
| 10Y | +561.2% | +251.8% | +309.4% | +347.2% |
| All | +561.2% | +254.9% | +306.3% | +347.2% |
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