+478.6%
BLDR vs RL
+342.1%
+136.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.1% |
| 7D | -8.2% | +2.4% | -10.6% | -9.3% |
| 30D | +16.3% | +4.6% | +11.7% | +13.9% |
| 3M | -17.0% | -1.1% | -15.9% | -16.2% |
| 6M | -17.4% | +16.5% | -33.9% | -24.4% |
| YTD | -41.6% | +11.4% | -53.0% | -45.2% |
| 1Y | -43.5% | +16.1% | -59.6% | -48.2% |
| 3Y | -51.6% | +252.6% | -304.2% | -76.9% |
| 5Y | -11.6% | +244.9% | -256.5% | -58.1% |
| All | +478.6% | +342.1% | +136.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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