+389.2%
BLDR vs RL
+998.5%
-609.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -13.3% | -7.8% | -5.5% | -8.9% |
| 3M | -12.3% | -4.0% | -8.3% | -10.4% |
| 6M | -31.5% | -1.9% | -29.6% | -31.4% |
| YTD | -36.1% | -0.2% | -35.9% | -36.9% |
| 1Y | -54.1% | +10.7% | -64.8% | -57.8% |
| 3Y | -55.8% | +210.8% | -266.5% | -80.9% |
| 5Y | +20.7% | +238.2% | -217.5% | -52.8% |
| 10Y | +390.2% | +313.4% | +76.9% | +37.5% |
| All | +389.2% | +998.5% | -609.3% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling