+1,017.0%
BLDR vs RNG
+327.7%
+689.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.4% |
| 7D | -2.8% | +5.8% | -8.6% | -4.3% |
| 30D | -13.3% | +19.6% | -32.9% | -17.2% |
| 3M | -12.3% | +67.0% | -79.3% | -23.7% |
| 6M | -31.5% | +88.4% | -119.8% | -43.3% |
| YTD | -36.1% | +155.5% | -191.5% | -52.4% |
| 1Y | -54.1% | +141.7% | -195.8% | -65.4% |
| 3Y | -55.8% | +131.1% | -186.8% | -67.7% |
| 5Y | +20.7% | -70.6% | +91.3% | +35.2% |
| 10Y | +390.2% | +228.2% | +162.0% | +99.0% |
| All | +1,017.0% | +327.7% | +689.2% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling