+7.2%
DG vs BLDR
-54.9%
+62.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.5% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | +1.0% | -16.2% | +17.2% | +3.0% |
| 3M | +20.3% | -14.4% | +34.7% | +22.0% |
| 6M | -11.7% | -32.8% | +21.1% | -8.6% |
| YTD | -2.3% | -39.2% | +36.9% | +1.8% |
| 1Y | +20.0% | -57.7% | +77.7% | +28.5% |
| 3Y | +7.2% | -55.3% | +62.5% | +10.8% |
| All | +7.2% | -54.9% | +62.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling