+70.5%
DOCN vs BLDR
+46.0%
+24.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +4.4% |
| 7D | -19.2% | -3.7% | -15.5% | -18.3% |
| 30D | -43.1% | +16.8% | -59.8% | -47.8% |
| 3M | -40.7% | -13.7% | -27.0% | -38.9% |
| 6M | -55.0% | -21.9% | -33.1% | -52.8% |
| YTD | +50.6% | -39.2% | +89.8% | +73.9% |
| 1Y | +54.0% | -42.6% | +96.6% | +82.3% |
| 3Y | +203.9% | -50.2% | +254.1% | +249.3% |
| 5Y | -29.4% | -7.0% | -22.4% | -49.2% |
| All | +70.5% | +46.0% | +24.6% | +11.7% |
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