+376.5%
BLDR vs RJF
+429.3%
-52.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -8.2% | -2.7% | -5.5% | -6.5% |
| 30D | -16.6% | -4.3% | -12.4% | -14.2% |
| 3M | -23.2% | +15.7% | -38.9% | -30.9% |
| 6M | -33.7% | +17.8% | -51.5% | -41.3% |
| YTD | -41.3% | +9.2% | -50.5% | -45.7% |
| 1Y | -58.8% | +2.8% | -61.6% | -60.4% |
| 3Y | -57.5% | +69.5% | -126.9% | -71.9% |
| 5Y | +12.9% | +105.9% | -93.0% | -37.1% |
| All | +376.5% | +429.3% | -52.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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