+393.5%
BLDR vs DOC
-2.1%
+395.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.6% |
| 7D | -2.8% | -1.5% | -1.4% | -2.0% |
| 30D | -13.3% | -4.8% | -8.5% | -10.6% |
| 3M | -12.3% | +6.9% | -19.1% | -16.0% |
| 6M | -31.5% | +20.7% | -52.2% | -39.8% |
| YTD | -36.1% | +34.1% | -70.2% | -47.8% |
| 1Y | -54.1% | +22.6% | -76.7% | -60.3% |
| 3Y | -55.8% | +20.8% | -76.6% | -61.7% |
| 5Y | +20.7% | -24.9% | +45.6% | +38.9% |
| All | +393.5% | -2.1% | +395.6% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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