+103.1%
DOCN vs BLDR
+41.6%
+61.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | +19.1% | -3.0% | +22.1% | +20.4% |
| 30D | -21.0% | +20.1% | -41.1% | -28.7% |
| 3M | -34.7% | -17.5% | -17.2% | -31.2% |
| 6M | -45.8% | -16.1% | -29.7% | -45.3% |
| YTD | +79.4% | -41.0% | +120.4% | +109.3% |
| 1Y | +91.0% | -41.6% | +132.6% | +122.5% |
| 3Y | +237.5% | -50.8% | +288.3% | +287.5% |
| 5Y | -30.4% | -10.8% | -19.6% | -49.3% |
| All | +103.1% | +41.6% | +61.5% | +34.5% |
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