+98.2%
DG vs BLDR
+391.5%
-293.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | +1.8% | -14.7% | +16.5% | +3.9% |
| 3M | +14.5% | -20.8% | +35.3% | +17.7% |
| 6M | -13.6% | -35.3% | +21.8% | -8.9% |
| YTD | -4.8% | -40.3% | +35.5% | +0.9% |
| 1Y | +21.6% | -56.3% | +77.9% | +34.0% |
| 3Y | +4.5% | -56.1% | +60.6% | +11.8% |
| 5Y | -38.5% | +12.9% | -51.4% | -44.1% |
| All | +98.2% | +391.5% | -293.4% | +35.1% |
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 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