+365.3%
BLDR vs DVA
+697.6%
-332.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -3.7% |
| 7D | -0.3% | +2.2% | -2.6% | -1.5% |
| 30D | -16.2% | -2.0% | -14.2% | -15.4% |
| 3M | -14.4% | -6.3% | -8.2% | -13.3% |
| 6M | -32.8% | +19.4% | -52.2% | -42.0% |
| YTD | -39.2% | +58.5% | -97.7% | -56.6% |
| 1Y | -57.7% | +33.9% | -91.5% | -66.6% |
| 3Y | -55.3% | +88.4% | -143.7% | -73.5% |
| 5Y | +15.6% | +39.5% | -23.9% | -22.9% |
| 10Y | +359.8% | +179.5% | +180.3% | +55.9% |
| All | +365.3% | +697.6% | -332.3% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling