+741.1%
DECK vs BLDR
+382.3%
+358.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +0.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.2% |
| 30D | -13.6% | -13.3% | -0.3% | -9.0% |
| 3M | -21.2% | -12.3% | -9.0% | -18.3% |
| 6M | -21.1% | -31.5% | +10.4% | -10.3% |
| YTD | -17.2% | -36.1% | +18.8% | -4.4% |
| 1Y | -30.7% | -54.1% | +23.3% | -9.8% |
| 3Y | -3.4% | -55.8% | +52.4% | +21.4% |
| 5Y | +25.5% | +20.7% | +4.8% | +2.9% |
| All | +741.1% | +382.3% | +358.8% | +279.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling