+91.1%
DASH vs BLDR
-50.7%
+141.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -4.5% | -3.0% | -1.6% | -3.9% |
| 30D | -6.8% | +20.1% | -26.9% | -10.2% |
| 3M | -20.7% | -17.5% | -3.2% | -17.6% |
| 6M | +15.1% | -16.1% | +31.1% | +18.3% |
| YTD | -24.3% | -41.0% | +16.8% | -17.4% |
| 1Y | -12.1% | -41.6% | +29.5% | -4.2% |
| 3Y | +91.1% | -50.8% | +141.9% | +110.4% |
| All | +91.1% | -50.7% | +141.8% | +110.4% |
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