+25.0%
ROK vs BLDR
-38.1%
+63.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.8% | -2.5% |
| 7D | 0.0% | +24.4% | -24.4% | -5.1% |
| 30D | -2.5% | +24.9% | -27.4% | -7.7% |
| 3M | 0.0% | -7.8% | +7.8% | +2.1% |
| 6M | +11.6% | -5.8% | +17.3% | +12.4% |
| YTD | +15.2% | -32.5% | +47.6% | +26.9% |
| 1Y | +25.0% | -36.7% | +61.7% | +39.2% |
| All | +25.0% | -38.1% | +63.1% | +39.2% |
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