+153.0%
DASH vs BLDR
-55.3%
+208.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.2% |
| 7D | -10.6% | -2.8% | -7.7% | -10.0% |
| 30D | +2.2% | -13.3% | +15.4% | +5.3% |
| 3M | +32.3% | -12.3% | +44.5% | +35.2% |
| 6M | +19.1% | -31.5% | +50.6% | +28.2% |
| YTD | -6.5% | -36.1% | +29.5% | +1.2% |
| 1Y | -14.9% | -54.1% | +39.2% | -0.3% |
| All | +153.0% | -55.3% | +208.3% | +152.9% |
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