+34.4%
JD vs BLDR
+479.0%
-444.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | +4.6% | +20.1% | -15.5% | -0.2% |
| 3M | -4.7% | -17.5% | +12.8% | -1.5% |
| 6M | -17.4% | -16.1% | -1.3% | -16.2% |
| YTD | +0.7% | -41.0% | +41.7% | +9.8% |
| 1Y | -5.9% | -41.6% | +35.7% | +2.6% |
| 3Y | +18.9% | -50.8% | +69.7% | +29.0% |
| 5Y | -62.9% | -10.8% | -52.2% | -66.4% |
| All | +34.4% | +479.0% | -444.7% | -22.1% |
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