+365.4%
BLDR vs RNG
+223.4%
+142.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.8% |
| 7D | -8.1% | -9.6% | +1.5% | -6.1% |
| 30D | -21.5% | +8.8% | -30.3% | -23.0% |
| 3M | -21.0% | +78.6% | -99.6% | -31.1% |
| 6M | -37.1% | +70.3% | -107.3% | -45.5% |
| YTD | -42.7% | +140.3% | -183.0% | -55.3% |
| 1Y | -58.0% | +126.6% | -184.6% | -66.8% |
| 3Y | -57.8% | +120.2% | -178.1% | -67.8% |
| 5Y | +10.3% | -68.3% | +78.6% | +16.3% |
| All | +365.4% | +223.4% | +142.0% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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