+89.6%
DE vs BLDR
-50.7%
+140.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +3.6% | +20.1% | -16.5% | -0.5% |
| 3M | +10.2% | -17.5% | +27.8% | +13.7% |
| 6M | +16.6% | -16.1% | +32.7% | +19.1% |
| YTD | +45.8% | -41.0% | +86.8% | +58.7% |
| 1Y | +43.9% | -41.6% | +85.5% | +56.6% |
| 3Y | +89.6% | -50.8% | +140.4% | +110.7% |
| All | +89.6% | -50.7% | +140.3% | +110.7% |
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 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