-98.3%
DFNS vs BLDR
-52.1%
-46.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | -16.0% | -2.8% | -13.1% | -15.3% |
| 30D | -77.7% | -13.3% | -64.4% | -77.0% |
| 3M | -77.2% | -12.3% | -64.9% | -77.2% |
| 6M | -95.2% | -31.5% | -63.7% | -94.7% |
| YTD | -98.0% | -36.1% | -61.9% | -97.7% |
| 1Y | -98.3% | -54.1% | -44.2% | -97.5% |
| All | -98.3% | -52.1% | -46.2% | -97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling