-16.8%
DASH vs BLDR
-6.1%
-10.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | +0.4% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -9.3% | +19.1% | -28.4% | -15.8% |
| 3M | -15.1% | -12.6% | -2.5% | -10.9% |
| 6M | +8.7% | -18.7% | +27.4% | +15.8% |
| YTD | -21.3% | -38.8% | +17.5% | -7.8% |
| 1Y | -12.7% | -41.2% | +28.6% | +3.7% |
| 3Y | +103.8% | -49.4% | +153.2% | +115.7% |
| 5Y | -16.8% | -6.0% | -10.8% | -49.7% |
| All | -16.8% | -6.1% | -10.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling