+122.8%
DAL vs BLDR
+568.9%
-446.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.0% |
| 7D | +8.8% | -3.7% | +12.4% | +10.3% |
| 30D | +5.4% | +16.8% | -11.4% | -1.7% |
| 3M | -4.9% | -13.7% | +8.8% | -0.3% |
| 6M | +19.8% | -21.9% | +41.7% | +29.9% |
| YTD | +27.0% | -39.2% | +66.2% | +50.4% |
| 1Y | +52.5% | -42.6% | +95.1% | +84.4% |
| 3Y | +173.8% | -50.2% | +224.1% | +229.8% |
| 5Y | +104.5% | -7.0% | +111.5% | +79.6% |
| All | +122.8% | +568.9% | -446.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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