+17.7%
DBX vs BLDR
+193.6%
-175.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.7% |
| 7D | -6.3% | -8.2% | +1.9% | -4.9% |
| 30D | -5.9% | +16.3% | -22.1% | -9.1% |
| 3M | -0.4% | -17.0% | +16.6% | +2.5% |
| 6M | +29.8% | -17.4% | +47.2% | +32.1% |
| YTD | +20.5% | -41.6% | +62.1% | +30.1% |
| 1Y | +8.7% | -43.5% | +52.2% | +17.7% |
| 3Y | +25.9% | -51.6% | +77.6% | +35.4% |
| 5Y | +24.2% | -11.6% | +35.7% | +12.6% |
| All | +17.7% | +193.6% | -175.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling