-56.7%
BLDR vs DVA
+91.2%
-147.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | -2.7% | +2.0% | -4.7% | -3.2% |
| 30D | -14.7% | -0.4% | -14.3% | -14.7% |
| 3M | -20.8% | -7.7% | -13.2% | -20.3% |
| 6M | -35.3% | +20.0% | -55.3% | -40.3% |
| YTD | -40.3% | +61.1% | -101.4% | -50.3% |
| 1Y | -56.3% | +33.9% | -90.2% | -61.4% |
| All | -56.7% | +91.2% | -147.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling