+356.5%
BLDR vs DGX
+523.8%
-167.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.7% | -2.2% | -0.5% | -1.1% |
| 30D | -14.7% | -0.9% | -13.8% | -14.1% |
| 3M | -20.8% | +15.6% | -36.4% | -29.0% |
| 6M | -35.3% | +17.8% | -53.1% | -43.0% |
| YTD | -40.3% | +37.5% | -77.8% | -53.3% |
| 1Y | -56.3% | +31.2% | -87.4% | -64.9% |
| 3Y | -56.1% | +96.6% | -152.7% | -75.2% |
| 5Y | +12.9% | +64.9% | -52.0% | -28.7% |
| 10Y | +386.5% | +254.6% | +131.9% | +51.0% |
| All | +356.5% | +523.8% | -167.3% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling