+97.7%
DOCN vs BLDR
+62.2%
+35.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +9.3% | -16.4% | -10.9% |
| 7D | -20.0% | +24.4% | -44.4% | -28.1% |
| 30D | -38.8% | +24.9% | -63.7% | -45.5% |
| 3M | -34.8% | -7.8% | -27.0% | -34.7% |
| 6M | -22.8% | -5.8% | -17.0% | -25.7% |
| YTD | +74.6% | -32.5% | +107.1% | +92.6% |
| 1Y | +116.4% | -36.7% | +153.1% | +146.0% |
| 3Y | +239.3% | -45.2% | +284.5% | +274.9% |
| 5Y | -20.2% | +6.3% | -26.5% | -45.6% |
| All | +97.7% | +62.2% | +35.5% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling