+22.3%
DBX vs BLDR
+221.2%
-198.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.9% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | -0.5% | -13.3% | +12.8% | +2.1% |
| 3M | +28.1% | -12.3% | +40.3% | +30.0% |
| 6M | +33.1% | -31.5% | +64.6% | +41.0% |
| YTD | +25.3% | -36.1% | +61.3% | +33.8% |
| 1Y | +18.3% | -54.1% | +72.4% | +35.0% |
| 3Y | +25.0% | -55.8% | +80.8% | +38.0% |
| 5Y | +7.5% | +20.7% | -13.2% | -7.3% |
| All | +22.3% | +221.2% | -198.9% | -22.3% |
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