+5.3%
DBX vs BLDR
+15.6%
-10.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -1.9% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.9% | -16.2% | +13.3% | +0.7% |
| 3M | +23.8% | -14.4% | +38.3% | +26.5% |
| 6M | +26.2% | -32.8% | +59.0% | +35.2% |
| YTD | +21.6% | -39.2% | +60.8% | +32.4% |
| 1Y | +11.4% | -57.7% | +69.1% | +32.9% |
| 3Y | +21.3% | -55.3% | +76.5% | +32.8% |
| All | +5.3% | +15.6% | -10.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling