+341.2%
ROK vs BLDR
+372.1%
-31.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.2% |
| 7D | -1.6% | -8.1% | +6.5% | +1.0% |
| 30D | -5.4% | -21.5% | +16.0% | +1.8% |
| 3M | -4.0% | -21.0% | +17.0% | +2.2% |
| 6M | +13.3% | -37.1% | +50.4% | +29.0% |
| YTD | +9.3% | -42.7% | +52.0% | +27.5% |
| 1Y | +25.8% | -58.0% | +83.8% | +61.0% |
| 3Y | +49.1% | -57.8% | +107.0% | +82.1% |
| 5Y | +45.9% | +10.3% | +35.6% | +23.9% |
| All | +341.2% | +372.1% | -31.0% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling