+535.6%
RMBS vs BLDR
+389.5%
+146.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | -14.4% | -16.2% | +1.8% | -11.1% |
| 3M | -42.8% | -14.4% | -28.4% | -41.3% |
| 6M | -1.4% | -32.8% | +31.4% | +7.2% |
| YTD | -5.4% | -39.2% | +33.7% | +4.7% |
| 1Y | +18.6% | -57.7% | +76.3% | +42.1% |
| 3Y | +57.3% | -55.3% | +112.5% | +82.3% |
| 5Y | +265.7% | +15.6% | +250.1% | +238.0% |
| 10Y | +546.0% | +359.8% | +186.2% | +316.1% |
| All | +535.6% | +389.5% | +146.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling