+24.0%
DBX vs BLDR
-51.2%
+75.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.4% |
| 7D | -6.3% | -8.2% | +1.9% | -5.6% |
| 30D | -5.9% | +16.3% | -22.1% | -7.5% |
| 3M | -0.4% | -17.0% | +16.6% | +1.2% |
| 6M | +29.8% | -17.4% | +47.2% | +31.0% |
| YTD | +20.5% | -41.6% | +62.1% | +26.5% |
| 1Y | +8.7% | -43.5% | +52.2% | +14.3% |
| All | +24.0% | -51.2% | +75.1% | +30.9% |
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