+117.9%
BTSG vs DBX
+22.5%
+95.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | 0.0% |
| 7D | +17.4% | -1.1% | +18.5% | +17.4% |
| 30D | +12.6% | +5.0% | +7.5% | +12.7% |
| 3M | +11.2% | +4.6% | +6.6% | +11.3% |
| 6M | +30.4% | +43.9% | -13.6% | +28.2% |
| YTD | +86.4% | +29.9% | +56.5% | +89.3% |
| 1Y | +117.9% | +24.6% | +93.3% | +123.3% |
| All | +117.9% | +22.5% | +95.4% | +123.3% |
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