+591.6%
DG vs BLDR
+1,865.9%
-1,274.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | +3.2% | +20.1% | -16.9% | +1.2% |
| 3M | +10.4% | -17.5% | +27.9% | +12.5% |
| 6M | +33.2% | -16.1% | +49.3% | +35.0% |
| YTD | +3.0% | -41.0% | +44.0% | +7.8% |
| 1Y | +31.2% | -41.6% | +72.8% | +37.4% |
| 3Y | +21.8% | -50.8% | +72.6% | +27.2% |
| 5Y | -35.0% | -10.8% | -24.2% | -37.3% |
| 10Y | +106.0% | +486.3% | -380.3% | +60.7% |
| All | +591.6% | +1,865.9% | -1,274.3% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling