+219.5%
DOCN vs BLDR
-47.3%
+266.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.5% | +2.5% | +6.6% |
| 7D | -12.8% | -2.7% | -10.1% | -12.3% |
| 30D | -41.9% | +24.8% | -66.7% | -45.8% |
| 3M | -36.9% | -11.7% | -25.3% | -35.4% |
| 6M | -52.2% | -14.8% | -37.5% | -51.4% |
| YTD | +62.7% | -35.9% | +98.6% | +80.4% |
| 1Y | +58.2% | -39.7% | +98.0% | +79.7% |
| 3Y | +219.5% | -45.6% | +265.0% | +254.6% |
| All | +219.5% | -47.3% | +266.8% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling