Their nine-match undefeated start ended with a 3-1 loss at Doncaster.
Rovers had been the last team to beat them in April and did it again in today’s Yorkshire derby.
Will Swan scored his sixth Bantams goal to level quickly after falling behind early but Doncaster duo Jordan Gibson and Billy Sharp again inspired their downfall.
Alexander said: “We were outcompeted in the first half. The goals we conceded were basic level, to say the least.
“We’ve been really good at that over a considerable amount of time. If teams score against us, they’ve had to work exceptionally hard or produce really good skill – but that wasn’t the case today.
“We have to look at that and how we expect a game to go. Regardless of whether it’s a derby or two very good teams at the top end of the table, we compete harder than that in training against each other.
“Our press was really good and we made them play it long. But we just didn’t deal with the long ball at all, with the first contact, second balls we were just so far down in the first half that it gave us a mountain to climb.”
Luke Molyneux headed Doncaster into an early lead before Swan cashed in on a goalkeeping howler.
But a mistake from Joe Wright saw Gibson silence the jeers from the 3,000 travelling fans by restoring Doncaster’s lead.
Sharp then bagged the 10th goal of his career against the Bantams after more shambolic defending.
“We go a goal down and then respond really well as we’re used to with this group of players,” added Alexander.
“But the second goal just punctured our momentum and enthusiasm a little bit. We have to learn from that.
Joe Wright had a torrid time and was subbed at half-time (Image: Thomas Gadd)
“The game is so long, one goal or mistake can’t cost us our enthusiasm or our competitive nature.
“We just wanted to get to half-time at 2-1 and correct it. But we concede a third which was terrible – it was just non-competitive and anyone’s going to score against you if you play like that.
“We competed better in the second half but if you give a good team three goals by half-time, of course they are going to sit in and defend with a bit more focus.
“Leads are so difficult to claw back. We’ve done it three times in the last week.
“But we shot ourselves in the foot. There’s no skirting round it.
“We just didn’t have enough of an edge in the second half to create chances to score.
“Obviously when Tilty (Curtis Tilt) went off, we were down to 10 men and then it’s really difficult to get any momentum at all.”
Tilt complained about a spasm in his knee after getting a kick to the back of the leg. City had already used their five subs when he was taken off before the end.
Alexander did not want to take any chances with the centre half.
“He said he wanted to stay on upfront and just stand around. But there was a risk factor because it’s very hard for a player just to stand there.
“We had to bring him off just to make sure he is fine going forward.
“By that time, it was difficult for us to get two goals. The lads kept going towards the end but we just gave ourselves a mountain to climb from the first half.”
Gibson celebrated his goal by shushing the 3,000-strong away end.
Doncaster boss Grant McCann said: “I knew he’d score today. He was one of the first names on the team sheet and it was a tremendous finish.”