+43.4%
DLTR vs BLDR
+383.3%
-339.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -10.1% | -8.2% | -1.8% | -8.4% |
| 30D | -8.1% | -16.6% | +8.5% | -4.7% |
| 3M | +2.9% | -23.2% | +26.0% | +7.9% |
| 6M | +4.3% | -33.7% | +38.1% | +12.4% |
| YTD | -3.9% | -41.3% | +37.4% | +5.8% |
| 1Y | +18.9% | -58.8% | +77.7% | +40.1% |
| 3Y | +1.9% | -57.5% | +59.4% | +15.0% |
| 5Y | +31.0% | +12.9% | +18.1% | +18.2% |
| All | +43.4% | +383.3% | -339.9% | -6.4% |
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