+23.1%
DBX vs BLDR
+187.9%
-164.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +2.1% |
| 7D | -1.8% | -8.1% | +6.3% | -0.3% |
| 30D | +2.8% | -21.5% | +24.3% | +7.6% |
| 3M | +26.8% | -21.0% | +47.7% | +31.4% |
| 6M | +32.8% | -37.1% | +69.8% | +42.9% |
| YTD | +26.1% | -42.7% | +68.8% | +37.5% |
| 1Y | +14.1% | -58.0% | +72.1% | +32.4% |
| 3Y | +25.7% | -57.8% | +83.6% | +39.8% |
| 5Y | +11.2% | +10.3% | +0.9% | -2.5% |
| All | +23.1% | +187.9% | -164.9% | -20.2% |
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