+10.3%
BLDR vs DVA
+40.8%
-30.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.7% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | -21.5% | +1.7% | -23.2% | -21.9% |
| 3M | -21.0% | -8.7% | -12.3% | -19.9% |
| 6M | -37.1% | +19.7% | -56.7% | -42.0% |
| YTD | -42.7% | +59.6% | -102.3% | -52.5% |
| 1Y | -58.0% | +37.1% | -95.1% | -63.3% |
| 3Y | -57.8% | +89.8% | -147.6% | -67.4% |
| 5Y | +10.3% | +47.4% | -37.1% | -3.6% |
| All | +10.3% | +40.8% | -30.6% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling