+484.0%
BLDR vs DAR
+311.7%
+172.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -3.0% | +11.6% | -14.5% | -7.7% |
| 30D | +20.1% | -10.2% | +30.4% | +25.3% |
| 3M | -17.5% | -14.8% | -2.7% | -12.7% |
| 6M | -16.1% | -10.1% | -6.0% | -14.9% |
| YTD | -41.0% | +55.5% | -96.6% | -55.1% |
| 1Y | -41.6% | +61.7% | -103.3% | -56.4% |
| 3Y | -50.8% | +37.2% | -88.0% | -63.4% |
| 5Y | -10.8% | -26.9% | +16.2% | -10.7% |
| All | +484.0% | +311.7% | +172.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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