+6.2%
DT vs BLDR
-54.9%
+61.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.6% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +2.7% | -16.2% | +18.9% | +4.5% |
| 3M | +20.0% | -14.4% | +34.4% | +21.4% |
| 6M | +28.0% | -32.8% | +60.8% | +32.9% |
| YTD | +16.0% | -39.2% | +55.2% | +21.3% |
| 1Y | +0.7% | -57.7% | +58.4% | +11.3% |
| 3Y | +6.2% | -55.3% | +61.5% | +9.3% |
| All | +6.2% | -54.9% | +61.0% | +9.3% |
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 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