+468.7%
BTSG vs DBX
+4.8%
+464.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.6% |
| 7D | +5.7% | -1.3% | +7.1% | +6.0% |
| 30D | +0.2% | -2.9% | +3.1% | +0.7% |
| 3M | +5.6% | +23.8% | -18.2% | 0.0% |
| 6M | +50.8% | +26.2% | +24.6% | +41.0% |
| YTD | +67.0% | +21.6% | +45.4% | +57.8% |
| 1Y | +145.5% | +11.4% | +134.1% | +137.8% |
| All | +468.7% | +4.8% | +464.0% | +416.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling