+129.7%
ROP vs BLDR
+372.1%
-242.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.3% |
| 7D | -8.0% | -8.1% | +0.1% | -6.6% |
| 30D | -2.7% | -21.5% | +18.7% | +1.6% |
| 3M | +16.6% | -21.0% | +37.6% | +20.7% |
| 6M | +10.4% | -37.1% | +47.4% | +18.5% |
| YTD | -12.1% | -42.7% | +30.6% | -4.4% |
| 1Y | -23.6% | -58.0% | +34.3% | -12.0% |
| 3Y | -19.3% | -57.8% | +38.5% | -11.1% |
| 5Y | -15.4% | +10.3% | -25.7% | -27.5% |
| All | +129.7% | +372.1% | -242.4% | +31.2% |
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 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