+547.4%
BTSG vs DBX
+3.9%
+543.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.0% | -3.3% | +9.3% | +6.6% |
| 30D | +12.4% | -5.9% | +18.3% | +13.5% |
| 3M | +18.2% | -6.7% | +24.9% | +19.3% |
| 6M | +26.0% | +28.0% | -1.9% | +17.3% |
| YTD | +90.1% | +20.6% | +69.5% | +79.1% |
| 1Y | +124.3% | +10.3% | +114.0% | +117.4% |
| All | +547.4% | +3.9% | +543.5% | +486.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling