+2.0%
RDW vs BLDR
+53.9%
-51.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.5% |
| 7D | +0.9% | -8.2% | +9.1% | +4.9% |
| 30D | -21.3% | -16.6% | -4.6% | -14.5% |
| 3M | -37.9% | -23.2% | -14.7% | -31.0% |
| 6M | +12.3% | -33.7% | +46.0% | +33.3% |
| YTD | +39.7% | -41.3% | +81.1% | +76.3% |
| 1Y | +25.7% | -58.8% | +84.5% | +89.6% |
| 3Y | +230.8% | -57.5% | +288.3% | +362.8% |
| 5Y | -8.8% | +12.9% | -21.7% | -18.7% |
| All | +2.0% | +53.9% | -51.9% | -15.5% |
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