+240.5%
RMBS vs BLDR
-11.9%
+252.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.6% |
| 7D | +10.3% | -3.0% | +13.3% | +11.5% |
| 30D | -10.7% | +20.1% | -30.8% | -18.1% |
| 3M | -17.2% | -17.5% | +0.3% | -12.6% |
| 6M | -39.0% | -16.1% | -22.9% | -37.0% |
| YTD | -10.5% | -41.0% | +30.5% | +5.3% |
| 1Y | -11.0% | -41.6% | +30.6% | +4.6% |
| 3Y | +31.3% | -50.8% | +82.2% | +54.5% |
| All | +240.5% | -11.9% | +252.4% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling