+121.4%
DAL vs BLDR
+518.5%
-397.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | +2.3% | -10.3% | +12.6% | +6.8% |
| 30D | +14.3% | +19.6% | -5.2% | +5.5% |
| 3M | +1.3% | -17.0% | +18.3% | +7.9% |
| 6M | +29.3% | -16.7% | +46.0% | +36.5% |
| YTD | +33.0% | -39.4% | +72.4% | +57.7% |
| 1Y | +59.8% | -41.7% | +101.5% | +92.0% |
| 3Y | +177.2% | -49.9% | +227.0% | +232.8% |
| 5Y | +118.4% | -7.6% | +125.9% | +92.1% |
| 10Y | +121.4% | +502.3% | -380.9% | -14.2% |
| All | +121.4% | +518.5% | -397.0% | -14.2% |
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