-99.9%
DFNS vs BLDR
+166.7%
-266.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +1.1% |
| 7D | -3.3% | -8.1% | +4.8% | -4.2% |
| 30D | -73.1% | -21.5% | -51.6% | -73.8% |
| 3M | -71.4% | -21.0% | -50.4% | -71.9% |
| 6M | -93.8% | -37.1% | -56.8% | -94.1% |
| YTD | -98.0% | -42.7% | -55.4% | -98.1% |
| 1Y | -98.2% | -58.0% | -40.2% | -98.4% |
| 3Y | -99.9% | -57.8% | -42.0% | -99.9% |
| 5Y | -99.9% | +10.3% | -110.1% | -99.9% |
| All | -99.9% | +166.7% | -266.6% | -99.9% |
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