-88.6%
RIG vs BLDR
+389.5%
-478.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +9.5% | -16.2% | +25.7% | +13.5% |
| 3M | -6.6% | -14.4% | +7.8% | -5.0% |
| 6M | -2.9% | -32.8% | +29.9% | +3.5% |
| YTD | +39.5% | -39.2% | +78.6% | +51.3% |
| 1Y | +82.3% | -57.7% | +140.0% | +113.9% |
| 3Y | -29.6% | -55.3% | +25.7% | -20.3% |
| 5Y | +63.2% | +15.6% | +47.6% | +45.1% |
| 10Y | -45.0% | +359.8% | -404.8% | -63.8% |
| All | -88.6% | +389.5% | -478.1% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling