+220.7%
ROL vs BLDR
+479.0%
-258.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.4% |
| 30D | +19.8% | +20.1% | -0.3% | +16.4% |
| 3M | +7.9% | -17.5% | +25.4% | +10.4% |
| 6M | -25.6% | -16.1% | -9.6% | -24.6% |
| YTD | -34.1% | -41.0% | +6.9% | -30.0% |
| 1Y | -31.4% | -41.6% | +10.2% | -27.1% |
| 3Y | +4.7% | -50.8% | +55.5% | +10.1% |
| 5Y | +15.6% | -10.8% | +26.4% | +6.9% |
| All | +220.7% | +479.0% | -258.3% | +112.4% |
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