+376.5%
BLDR vs DGX
+255.3%
+121.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.4% |
| 7D | -8.2% | -0.9% | -7.3% | -7.7% |
| 30D | -16.6% | -1.2% | -15.5% | -16.0% |
| 3M | -23.2% | +15.8% | -38.9% | -29.3% |
| 6M | -33.7% | +18.2% | -51.9% | -39.8% |
| YTD | -41.3% | +37.2% | -78.5% | -51.1% |
| 1Y | -58.8% | +30.4% | -89.2% | -64.9% |
| 3Y | -57.5% | +96.7% | -154.2% | -72.5% |
| 5Y | +12.9% | +67.2% | -54.3% | -20.7% |
| All | +376.5% | +255.3% | +121.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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