-100.0%
DFNS vs BLDR
-2.4%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -2.2% |
| 7D | -42.8% | -2.7% | -40.1% | -42.9% |
| 30D | -67.6% | +24.8% | -92.4% | -66.4% |
| 3M | -94.9% | -11.7% | -83.2% | -94.9% |
| 6M | -96.7% | -14.8% | -82.0% | -96.8% |
| YTD | -99.6% | -35.9% | -63.7% | -99.6% |
| 1Y | -99.7% | -39.7% | -60.0% | -99.8% |
| 3Y | -100.0% | -45.6% | -54.4% | -100.0% |
| 5Y | -100.0% | -2.5% | -97.4% | -100.0% |
| All | -100.0% | -2.4% | -97.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling