-50.3%
DOCS vs BLDR
+47.1%
-97.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.7% |
| 7D | -1.4% | -2.8% | +1.4% | -0.5% |
| 30D | +21.8% | -13.3% | +35.1% | +28.5% |
| 3M | +27.3% | -12.3% | +39.6% | +31.8% |
| 6M | -0.3% | -31.5% | +31.1% | +11.9% |
| YTD | -40.5% | -36.1% | -4.4% | -32.8% |
| 1Y | -61.5% | -54.1% | -7.5% | -50.4% |
| 3Y | +8.2% | -55.8% | +63.9% | +26.0% |
| 5Y | -73.4% | +20.7% | -94.2% | -84.6% |
| All | -50.3% | +47.1% | -97.4% | -73.3% |
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