+55.3%
DLR vs BLDR
-49.4%
+104.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -2.0% | -10.3% | +8.3% | -0.5% |
| 30D | +0.5% | +19.6% | -19.0% | -2.4% |
| 3M | -4.4% | -17.0% | +12.6% | -2.2% |
| 6M | -6.4% | -16.7% | +10.3% | -4.9% |
| YTD | +19.5% | -39.4% | +58.9% | +26.6% |
| 1Y | +10.5% | -41.7% | +52.2% | +17.7% |
| All | +55.3% | -49.4% | +104.7% | +57.8% |
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