-10.2%
DOW vs BLDR
+345.1%
-355.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +2.0% |
| 7D | -2.4% | -8.1% | +5.7% | +0.1% |
| 30D | -4.1% | -21.5% | +17.4% | +2.9% |
| 3M | -12.4% | -21.0% | +8.5% | -8.0% |
| 6M | -10.6% | -37.1% | +26.4% | -1.0% |
| YTD | +31.1% | -42.7% | +73.8% | +50.0% |
| 1Y | +30.5% | -58.0% | +88.5% | +66.2% |
| 3Y | -34.4% | -57.8% | +23.4% | -21.3% |
| 5Y | -35.5% | +10.3% | -45.8% | -50.0% |
| All | -10.2% | +345.1% | -355.3% | -60.8% |
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