+342.5%
RCL vs BLDR
+357.1%
-14.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -2.2% | -2.7% | +0.5% | -1.0% |
| 30D | -15.7% | -14.7% | -0.9% | -9.3% |
| 3M | -8.0% | -20.8% | +12.9% | +1.5% |
| 6M | -10.1% | -35.3% | +25.2% | +8.9% |
| YTD | -5.9% | -40.3% | +34.4% | +17.1% |
| 1Y | -23.5% | -56.3% | +32.8% | +10.3% |
| 3Y | +174.4% | -56.1% | +230.5% | +257.5% |
| 5Y | +227.1% | +12.9% | +214.2% | +139.3% |
| 10Y | +342.5% | +386.5% | -43.9% | +51.7% |
| All | +342.5% | +357.1% | -14.6% | +51.7% |
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