+426.2%
BTSG vs DBX
+8.6%
+417.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -8.0% | -6.9% |
| 7D | -5.8% | -1.8% | -4.0% | -5.5% |
| 30D | 0.0% | +2.8% | -2.9% | -0.8% |
| 3M | -4.5% | +26.8% | -31.2% | -9.9% |
| 6M | +40.0% | +32.8% | +7.2% | +29.3% |
| YTD | +54.6% | +26.1% | +28.5% | +44.9% |
| 1Y | +106.1% | +14.1% | +92.0% | +99.1% |
| All | +426.2% | +8.6% | +417.6% | +374.0% |
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