+20.9%
DBX vs BLDR
-55.5%
+76.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.9% | -16.2% | +13.3% | -1.1% |
| 3M | +23.8% | -14.4% | +38.3% | +25.1% |
| 6M | +26.2% | -32.8% | +59.0% | +31.0% |
| YTD | +21.6% | -39.2% | +60.8% | +27.5% |
| 1Y | +11.4% | -57.7% | +69.1% | +23.8% |
| All | +20.9% | -55.5% | +76.4% | +31.5% |
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