+572.1%
ON vs BLDR
+372.1%
+200.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.8% |
| 7D | -4.7% | -8.1% | +3.4% | -0.8% |
| 30D | -13.5% | -21.5% | +8.0% | -3.4% |
| 3M | -36.3% | -21.0% | -15.3% | -30.6% |
| 6M | +17.8% | -37.1% | +54.8% | +42.0% |
| YTD | +29.6% | -42.7% | +72.3% | +61.6% |
| 1Y | +45.8% | -58.0% | +103.7% | +110.6% |
| 3Y | -28.3% | -57.8% | +29.5% | -2.9% |
| 5Y | +49.6% | +10.3% | +39.4% | +18.9% |
| All | +572.1% | +372.1% | +200.0% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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