+19.6%
BTDR vs DBX
+15.1%
+4.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.3% |
| 7D | -3.4% | +2.1% | -5.5% | -4.0% |
| 30D | +32.6% | +5.7% | +26.9% | +30.3% |
| 3M | -32.2% | +31.8% | -64.0% | -38.4% |
| 6M | +52.4% | +37.5% | +14.9% | +34.4% |
| YTD | +6.7% | +27.9% | -21.2% | -3.5% |
| 1Y | -15.2% | +15.0% | -30.3% | -20.1% |
| 3Y | +14.9% | +27.2% | -12.3% | +6.6% |
| 5Y | +20.8% | +12.8% | +8.0% | +9.3% |
| All | +19.6% | +15.1% | +4.5% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling