+359.8%
BLDR vs RL
+304.3%
+55.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.3% |
| 7D | -0.3% | +1.9% | -2.2% | -1.3% |
| 30D | -16.2% | -12.2% | -4.0% | -10.1% |
| 3M | -14.4% | -6.6% | -7.8% | -11.4% |
| 6M | -32.8% | +3.2% | -36.0% | -34.3% |
| YTD | -39.2% | -1.3% | -37.9% | -39.2% |
| 1Y | -57.7% | +13.6% | -71.3% | -60.8% |
| 3Y | -55.3% | +210.9% | -266.1% | -77.2% |
| 5Y | +15.6% | +246.9% | -231.2% | -45.8% |
| 10Y | +359.8% | +310.1% | +49.7% | +86.6% |
| All | +359.8% | +304.3% | +55.5% | +86.6% |
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