I’ve read over the documentation a few times and maybe I’ve missed it somewhere else but I’m not aware of any option to host a relay yet. As far as I know only self hosting PDS’s are an option now (which only handle your own data and authentication but still relies on a relay to serve you content from the rest of the network) and app views (which are the front ends that sort and show content)

So in a sense bluesky is distributed and portable within the ATProto network, but still centralized until other entities can host relays and interopt (or opt out of interoperability) within the network.