+376.5%
BLDR vs DTE
+137.8%
+238.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.3% |
| 7D | -8.2% | -2.6% | -5.7% | -6.6% |
| 30D | -16.6% | -4.4% | -12.2% | -14.1% |
| 3M | -23.2% | -8.3% | -14.8% | -18.3% |
| 6M | -33.7% | -8.1% | -25.7% | -30.0% |
| YTD | -41.3% | +4.4% | -45.7% | -43.5% |
| 1Y | -58.8% | +0.2% | -59.0% | -59.2% |
| 3Y | -57.5% | +42.6% | -100.1% | -68.3% |
| 5Y | +12.9% | +31.5% | -18.6% | -13.0% |
| All | +376.5% | +137.8% | +238.7% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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