-3.6%
RMBS vs BLDR
-58.4%
+54.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.4% |
| 7D | +1.2% | -8.1% | +9.3% | +3.9% |
| 30D | -11.5% | -21.5% | +10.0% | -4.6% |
| 3M | -38.2% | -21.0% | -17.2% | -34.0% |
| 6M | -4.8% | -37.1% | +32.3% | +8.1% |
| YTD | -7.1% | -42.7% | +35.6% | +8.7% |
| All | -3.6% | -58.4% | +54.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling