+555.6%
BLDR vs RY
+360.6%
+195.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -3.1% |
| 7D | -3.7% | -0.9% | -2.8% | -2.3% |
| 30D | +16.8% | +5.9% | +10.9% | +10.0% |
| 3M | -13.7% | -4.3% | -9.5% | -9.5% |
| 6M | -21.9% | +12.1% | -34.0% | -31.4% |
| YTD | -39.2% | +20.3% | -59.5% | -50.8% |
| 1Y | -42.6% | +41.0% | -83.7% | -61.2% |
| 3Y | -50.2% | +157.5% | -207.7% | -83.5% |
| 5Y | -7.0% | +123.2% | -130.2% | -63.9% |
| All | +555.6% | +360.6% | +195.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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