+580.6%
RIO vs BLDR
+372.1%
+208.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.4% |
| 7D | -3.4% | -8.1% | +4.8% | -1.7% |
| 30D | +0.6% | -21.5% | +22.1% | +5.6% |
| 3M | +2.5% | -21.0% | +23.5% | +6.7% |
| 6M | +10.8% | -37.1% | +47.8% | +20.5% |
| YTD | +30.5% | -42.7% | +73.2% | +43.8% |
| 1Y | +68.1% | -58.0% | +126.1% | +97.2% |
| 3Y | +94.0% | -57.8% | +151.9% | +117.6% |
| 5Y | +92.0% | +10.3% | +81.7% | +62.9% |
| All | +580.6% | +372.1% | +208.5% | +273.2% |
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