+12.8%
BLDR vs DGX
+66.8%
-54.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | -8.2% | -0.9% | -7.3% | -7.9% |
| 30D | -16.6% | -1.2% | -15.5% | -16.2% |
| 3M | -23.2% | +15.8% | -38.9% | -27.5% |
| 6M | -33.7% | +18.2% | -51.9% | -38.1% |
| YTD | -41.3% | +37.2% | -78.5% | -48.3% |
| 1Y | -58.8% | +30.4% | -89.2% | -63.1% |
| 3Y | -57.5% | +96.7% | -154.2% | -69.1% |
| All | +12.8% | +66.8% | -54.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling