+208.2%
ROL vs BLDR
+357.1%
-148.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -3.3% | -2.7% | -0.6% | -2.9% |
| 30D | -7.2% | -14.7% | +7.5% | -5.2% |
| 3M | -27.0% | -20.8% | -6.1% | -25.0% |
| 6M | -39.5% | -35.3% | -4.2% | -36.2% |
| YTD | -41.8% | -40.3% | -1.5% | -38.1% |
| 1Y | -38.9% | -56.3% | +17.4% | -32.1% |
| 3Y | -0.4% | -56.1% | +55.7% | +6.9% |
| 5Y | -4.2% | +12.9% | -17.1% | -14.3% |
| 10Y | +208.2% | +386.5% | -178.2% | +114.0% |
| All | +208.2% | +357.1% | -148.9% | +114.0% |
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