-100.0%
DFNS vs BLDR
+174.4%
-274.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.4% |
| 7D | -6.0% | -3.0% | -3.0% | -6.3% |
| 30D | -71.2% | +20.1% | -91.3% | -70.5% |
| 3M | -94.5% | -17.5% | -77.0% | -94.6% |
| 6M | -96.5% | -16.1% | -80.4% | -96.6% |
| YTD | -99.6% | -41.0% | -58.6% | -99.6% |
| 1Y | -99.7% | -41.6% | -58.1% | -99.7% |
| 3Y | -100.0% | -50.8% | -49.2% | -100.0% |
| 5Y | -100.0% | -10.8% | -89.2% | -100.0% |
| All | -100.0% | +174.4% | -274.4% | -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