-4.5%
DASH vs BLDR
+85.8%
-90.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -1.4% |
| 7D | -4.8% | -2.7% | -2.1% | -3.7% |
| 30D | -7.9% | +24.8% | -32.7% | -15.5% |
| 3M | -16.3% | -11.7% | -4.6% | -12.9% |
| 6M | +10.4% | -14.8% | +25.2% | +14.9% |
| YTD | -20.1% | -35.9% | +15.8% | -9.1% |
| 1Y | -11.4% | -39.7% | +28.3% | +2.9% |
| 3Y | +114.1% | -45.6% | +159.7% | +125.6% |
| 5Y | -5.8% | -2.5% | -3.2% | -32.7% |
| All | -4.5% | +85.8% | -90.3% | -36.0% |
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