+54.9%
RMBS vs BLDR
-56.4%
+111.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | +3.5% | -2.7% | +6.2% | +4.4% |
| 30D | -8.6% | -14.7% | +6.1% | -3.6% |
| 3M | -40.3% | -20.8% | -19.5% | -35.8% |
| 6M | -1.0% | -35.3% | +34.4% | +14.5% |
| YTD | -4.6% | -40.3% | +35.7% | +12.8% |
| 1Y | +17.6% | -56.3% | +73.9% | +55.9% |
| All | +54.9% | -56.4% | +111.2% | +92.7% |
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 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