+32.5%
JD vs BLDR
+554.2%
-521.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.8% |
| 7D | +5.2% | -1.1% | +6.3% | +5.1% |
| 30D | +4.5% | +19.1% | -14.6% | -0.1% |
| 3M | -15.4% | -12.6% | -2.8% | -13.8% |
| 6M | -6.0% | -18.7% | +12.7% | -4.0% |
| YTD | +2.2% | -38.8% | +41.0% | +10.5% |
| 1Y | -6.7% | -41.2% | +34.6% | +1.7% |
| 3Y | +20.5% | -49.4% | +69.9% | +30.0% |
| 5Y | -58.4% | -6.0% | -52.5% | -62.7% |
| 10Y | +32.5% | +523.1% | -490.6% | -23.8% |
| All | +32.5% | +554.2% | -521.7% | -23.8% |
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