+0.8%
ROL vs BLDR
-54.9%
+55.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -6.9% | -16.2% | +9.3% | -5.6% |
| 3M | -24.6% | -14.4% | -10.2% | -24.0% |
| 6M | -39.5% | -32.8% | -6.7% | -37.8% |
| YTD | -41.1% | -39.2% | -1.9% | -38.8% |
| 1Y | -37.9% | -57.7% | +19.7% | -33.9% |
| 3Y | +0.8% | -55.3% | +56.1% | +4.8% |
| All | +0.8% | -54.9% | +55.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling