-58.4%
BLDR vs DGX
+93.2%
-151.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.4% |
| 7D | -8.1% | -3.5% | -4.7% | -7.1% |
| 30D | -21.5% | -2.7% | -18.8% | -20.8% |
| 3M | -21.0% | +13.9% | -34.9% | -23.9% |
| 6M | -37.1% | +16.0% | -53.1% | -39.7% |
| YTD | -42.7% | +34.9% | -77.6% | -46.9% |
| 1Y | -58.0% | +30.6% | -88.5% | -60.9% |
| All | -58.4% | +93.2% | -151.6% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling