-4.2%
JD vs BLDR
-53.1%
+48.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | -1.7% | -2.8% | +1.2% | -1.3% |
| 30D | -13.2% | -13.3% | +0.1% | -11.4% |
| 3M | -3.2% | -12.3% | +9.1% | -2.3% |
| 6M | +15.2% | -31.5% | +46.7% | +21.4% |
| YTD | +2.0% | -36.1% | +38.0% | +8.4% |
| 1Y | -5.4% | -54.1% | +48.7% | +7.2% |
| All | -4.2% | -53.1% | +48.9% | -1.3% |
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