-69.4%
BTDR vs DBX
+22.5%
-91.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -8.9% | -5.0% |
| 7D | -17.6% | -1.1% | -16.4% | -17.6% |
| 30D | -40.3% | +5.0% | -45.3% | -39.6% |
| 3M | -42.6% | +4.6% | -47.2% | -42.1% |
| 6M | -46.3% | +43.9% | -90.2% | -46.5% |
| YTD | -41.7% | +29.9% | -71.6% | -39.1% |
| 1Y | -69.4% | +24.6% | -94.0% | -67.1% |
| All | -69.4% | +22.5% | -91.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling