+26.7%
BTDR vs DBX
+9.4%
+17.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.3% | +3.1% |
| 7D | +22.4% | -1.3% | +23.7% | +22.9% |
| 30D | +16.5% | -2.9% | +19.3% | +17.2% |
| 3M | -31.5% | +23.8% | -55.3% | -36.6% |
| 6M | +74.0% | +26.2% | +47.8% | +57.7% |
| YTD | +13.0% | +21.6% | -8.6% | +3.6% |
| 1Y | -0.2% | +11.4% | -11.7% | -5.2% |
| 3Y | +9.9% | +21.3% | -11.4% | +3.3% |
| 5Y | +28.1% | +6.7% | +21.5% | +17.5% |
| All | +26.7% | +9.4% | +17.3% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling