+259.1%
DD vs BLDR
+387.6%
-128.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.2% | -10.3% | +13.5% | +5.5% |
| 30D | +20.3% | +19.6% | +0.7% | +15.3% |
| 3M | +8.2% | -17.0% | +25.2% | +11.4% |
| 6M | +3.4% | -16.7% | +20.2% | +5.6% |
| YTD | +30.6% | -39.4% | +70.0% | +41.4% |
| 1Y | +30.6% | -41.7% | +72.3% | +42.3% |
| 3Y | +91.1% | -49.9% | +141.0% | +109.0% |
| 5Y | +68.6% | -7.6% | +76.2% | +59.3% |
| 10Y | +99.9% | +502.3% | -402.4% | +25.5% |
| All | +259.1% | +387.6% | -128.6% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling