+389.2%
BLDR vs DOC
+173.5%
+215.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.8% |
| 7D | -2.8% | -1.5% | -1.4% | -1.8% |
| 30D | -13.3% | -4.8% | -8.5% | -10.2% |
| 3M | -12.3% | +6.9% | -19.1% | -16.6% |
| 6M | -31.5% | +20.7% | -52.2% | -41.1% |
| YTD | -36.1% | +34.1% | -70.2% | -49.5% |
| 1Y | -54.1% | +22.6% | -76.7% | -61.3% |
| 3Y | -55.8% | +20.8% | -76.6% | -62.8% |
| 5Y | +20.7% | -24.9% | +45.6% | +40.4% |
| 10Y | +390.2% | -1.8% | +392.1% | +329.1% |
| All | +389.2% | +173.5% | +215.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling