+114.1%
DASH vs BLDR
-47.3%
+161.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.6% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | -7.9% | +24.8% | -32.7% | -12.2% |
| 3M | -16.3% | -11.7% | -4.6% | -14.5% |
| 6M | +10.4% | -14.8% | +25.2% | +12.9% |
| YTD | -20.1% | -35.9% | +15.8% | -14.5% |
| 1Y | -11.4% | -39.7% | +28.3% | -4.2% |
| 3Y | +114.1% | -45.6% | +159.7% | +131.2% |
| All | +114.1% | -47.3% | +161.4% | +131.2% |
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 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