+433.9%
BTSG vs DBX
+10.2%
+423.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | -3.3% | +2.1% | -5.4% | -3.7% |
| 30D | -1.6% | +5.7% | -7.3% | -2.9% |
| 3M | -6.9% | +31.8% | -38.7% | -13.0% |
| 6M | +42.1% | +37.5% | +4.6% | +29.9% |
| YTD | +56.8% | +27.9% | +28.9% | +46.6% |
| 1Y | +109.8% | +15.0% | +94.8% | +102.5% |
| All | +433.9% | +10.2% | +423.7% | +379.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling