+546.6%
RMBS vs BLDR
+372.1%
+174.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.3% |
| 7D | +1.2% | -8.1% | +9.3% | +4.1% |
| 30D | -11.5% | -21.5% | +10.0% | -4.3% |
| 3M | -38.2% | -21.0% | -17.2% | -34.0% |
| 6M | -4.8% | -37.1% | +32.3% | +9.9% |
| YTD | -7.1% | -42.7% | +35.6% | +9.9% |
| 1Y | +10.7% | -58.0% | +68.6% | +44.7% |
| 3Y | +54.5% | -57.8% | +112.3% | +93.4% |
| 5Y | +261.7% | +10.3% | +251.4% | +218.6% |
| All | +546.6% | +372.1% | +174.5% | +226.7% |
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