+17.6%
JD vs BLDR
+359.8%
-342.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -16.0% | -16.2% | +0.2% | -12.9% |
| 3M | -3.2% | -14.4% | +11.2% | -1.2% |
| 6M | +6.1% | -32.8% | +38.9% | +13.7% |
| YTD | -0.1% | -39.2% | +39.1% | +9.0% |
| 1Y | -12.7% | -57.7% | +45.0% | +3.2% |
| 3Y | -6.3% | -55.3% | +49.0% | +4.8% |
| 5Y | -61.3% | +15.6% | -77.0% | -66.5% |
| 10Y | +17.6% | +359.8% | -342.2% | -27.8% |
| All | +17.6% | +359.8% | -342.2% | -27.8% |
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