+95.6%
DG vs BLDR
+372.1%
-276.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.7% |
| 7D | -6.3% | -8.1% | +1.8% | -5.2% |
| 30D | +2.4% | -21.5% | +23.9% | +5.8% |
| 3M | +12.4% | -21.0% | +33.4% | +15.6% |
| 6M | -14.9% | -37.1% | +22.1% | -10.1% |
| YTD | -6.1% | -42.7% | +36.6% | +0.2% |
| 1Y | +17.9% | -58.0% | +75.8% | +30.6% |
| 3Y | +3.1% | -57.8% | +61.0% | +11.0% |
| 5Y | -38.7% | +10.3% | -48.9% | -44.1% |
| All | +95.6% | +372.1% | -276.5% | +34.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling