+877.2%
DECK vs BLDR
+568.9%
+308.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.6% |
| 7D | +5.8% | -3.7% | +9.4% | +7.1% |
| 30D | +7.9% | +16.8% | -8.9% | +0.9% |
| 3M | -11.4% | -13.7% | +2.3% | -7.3% |
| 6M | -16.6% | -21.9% | +5.3% | -10.3% |
| YTD | -16.4% | -39.2% | +22.9% | -2.3% |
| 1Y | +8.6% | -42.6% | +51.3% | +29.3% |
| 3Y | -15.1% | -50.2% | +35.1% | +1.8% |
| 5Y | +22.9% | -7.0% | +29.9% | +9.8% |
| All | +877.2% | +568.9% | +308.3% | +286.8% |
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 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