-100.0%
DFNS vs BLDR
+182.0%
-281.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.7% | +12.6% |
| 7D | -13.0% | -10.3% | -2.7% | -14.2% |
| 30D | -56.9% | +19.6% | -76.4% | -55.7% |
| 3M | -93.2% | -17.0% | -76.2% | -93.3% |
| 6M | -95.4% | -16.7% | -78.7% | -95.5% |
| YTD | -99.5% | -39.4% | -60.1% | -99.5% |
| 1Y | -99.6% | -41.7% | -58.0% | -99.7% |
| 3Y | -100.0% | -49.9% | -50.1% | -100.0% |
| 5Y | -100.0% | -7.6% | -92.4% | -100.0% |
| All | -100.0% | +182.0% | -281.9% | -100.0% |
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