+87.1%
DOCN vs BLDR
+46.9%
+40.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.4% |
| 7D | -12.1% | -1.1% | -11.1% | -12.0% |
| 30D | -41.0% | +19.1% | -60.1% | -46.3% |
| 3M | -38.7% | -12.6% | -26.1% | -37.1% |
| 6M | -51.5% | -18.7% | -32.8% | -50.1% |
| YTD | +65.3% | -38.8% | +104.1% | +90.2% |
| 1Y | +53.9% | -41.2% | +95.1% | +80.0% |
| 3Y | +215.6% | -49.4% | +264.9% | +259.2% |
| 5Y | -26.2% | -6.0% | -20.2% | -47.1% |
| All | +87.1% | +46.9% | +40.2% | +22.2% |
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 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