+98.5%
DAL vs BLDR
-55.3%
+153.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | +0.1% | -2.8% | +3.0% | +1.2% |
| 30D | -13.9% | -13.3% | -0.7% | -9.3% |
| 3M | +1.1% | -12.3% | +13.3% | +5.3% |
| 6M | +26.2% | -31.5% | +57.7% | +43.6% |
| YTD | +16.4% | -36.1% | +52.5% | +35.2% |
| 1Y | +33.9% | -54.1% | +87.9% | +74.8% |
| All | +98.5% | -55.3% | +153.8% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling