-93.3%
OPEN vs BLDR
-2.4%
-90.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -4.0% |
| 7D | -21.7% | -2.7% | -18.9% | -18.9% |
| 30D | -36.5% | +24.8% | -61.3% | -47.7% |
| 3M | -59.5% | -11.7% | -47.9% | -55.2% |
| 6M | -71.9% | -14.8% | -57.1% | -69.1% |
| YTD | -75.8% | -35.9% | -39.9% | -66.1% |
| 1Y | -78.5% | -39.7% | -38.8% | -68.7% |
| 3Y | -30.2% | -45.6% | +15.4% | +3.9% |
| 5Y | -93.3% | -2.5% | -90.8% | -94.9% |
| All | -93.3% | -2.4% | -90.9% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling