-40.7%
DT vs BLDR
-6.1%
-34.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.1% |
| 7D | -7.5% | -1.1% | -6.5% | -7.4% |
| 30D | -31.5% | +19.1% | -50.6% | -34.3% |
| 3M | -14.0% | -12.6% | -1.4% | -12.0% |
| 6M | +6.9% | -18.7% | +25.6% | +10.0% |
| YTD | +0.3% | -38.8% | +39.2% | +8.9% |
| 1Y | -6.9% | -41.2% | +34.3% | +1.9% |
| 3Y | -13.9% | -49.4% | +35.5% | -11.3% |
| All | -40.7% | -6.1% | -34.6% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling