+345.8%
RIO vs BLDR
+479.0%
-133.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | -3.0% | +2.0% | -0.3% |
| 30D | -9.1% | +20.1% | -29.2% | -13.0% |
| 3M | -13.7% | -17.5% | +3.8% | -10.8% |
| 6M | -24.3% | -16.1% | -8.2% | -22.8% |
| YTD | +8.9% | -41.0% | +49.9% | +18.5% |
| 1Y | +22.7% | -41.6% | +64.3% | +33.5% |
| 3Y | +51.2% | -50.8% | +102.0% | +63.0% |
| 5Y | +88.1% | -10.8% | +98.9% | +67.6% |
| All | +345.8% | +479.0% | -133.2% | +128.4% |
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