-57.5%
BLDR vs RJF
+69.0%
-126.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -8.2% | -2.7% | -5.5% | -6.8% |
| 30D | -16.6% | -4.3% | -12.4% | -14.7% |
| 3M | -23.2% | +15.7% | -38.9% | -29.3% |
| 6M | -33.7% | +17.8% | -51.5% | -39.8% |
| YTD | -41.3% | +9.2% | -50.5% | -44.8% |
| 1Y | -58.8% | +2.8% | -61.6% | -60.0% |
| 3Y | -57.5% | +69.5% | -126.9% | -72.2% |
| All | -57.5% | +69.0% | -126.5% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling