+96.1%
RIO vs BLDR
-55.5%
+151.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.3% |
| 7D | +1.9% | -0.3% | +2.3% | +1.9% |
| 30D | +5.0% | -16.2% | +21.2% | +7.5% |
| 3M | +5.1% | -14.4% | +19.5% | +6.9% |
| 6M | +17.6% | -32.8% | +50.4% | +23.5% |
| YTD | +36.3% | -39.2% | +75.5% | +44.5% |
| 1Y | +71.2% | -57.7% | +128.9% | +91.4% |
| All | +96.1% | -55.5% | +151.6% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling