+2,396.0%
DLR vs BLDR
+414.6%
+1,981.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -3.4% | -13.3% | +9.9% | -1.4% |
| 3M | +0.5% | -12.3% | +12.8% | +1.9% |
| 6M | +4.6% | -31.5% | +36.0% | +9.7% |
| YTD | +23.4% | -36.1% | +59.5% | +30.4% |
| 1Y | +19.0% | -54.1% | +73.1% | +31.8% |
| 3Y | +56.5% | -55.8% | +112.3% | +70.1% |
| 5Y | +33.3% | +20.7% | +12.6% | +21.5% |
| 10Y | +165.1% | +390.2% | -225.1% | +79.4% |
| All | +2,396.0% | +414.6% | +1,981.4% | +893.2% |
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