-42.2%
RIG vs BLDR
+383.3%
-425.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.7% |
| 7D | -3.1% | -8.2% | +5.2% | +0.1% |
| 30D | -0.5% | -16.6% | +16.1% | +6.2% |
| 3M | -6.0% | -23.2% | +17.2% | +1.2% |
| 6M | -10.1% | -33.7% | +23.6% | +0.7% |
| YTD | +37.3% | -41.3% | +78.6% | +60.3% |
| 1Y | +73.9% | -58.8% | +132.7% | +134.9% |
| 3Y | -30.2% | -57.5% | +27.3% | -13.6% |
| 5Y | +62.5% | +12.9% | +49.6% | +14.0% |
| All | -42.2% | +383.3% | -425.5% | -80.7% |
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