+247.6%
DIA vs BLDR
+383.3%
-135.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | -1.6% | -8.2% | +6.7% | +0.2% |
| 30D | -2.0% | -16.6% | +14.6% | +1.5% |
| 3M | +3.6% | -23.2% | +26.8% | +8.5% |
| 6M | +11.5% | -33.7% | +45.3% | +19.8% |
| YTD | +10.4% | -41.3% | +51.7% | +20.9% |
| 1Y | +15.6% | -58.8% | +74.4% | +36.0% |
| 3Y | +58.9% | -57.5% | +116.3% | +77.7% |
| 5Y | +65.3% | +12.9% | +52.4% | +41.1% |
| All | +247.6% | +383.3% | -135.7% | +101.3% |
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