+117.9%
BTSG vs DGX
+45.0%
+73.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | +0.1% |
| 7D | +17.4% | +4.1% | +13.3% | +17.5% |
| 30D | +12.6% | +10.5% | +2.1% | +12.9% |
| 3M | +11.2% | +9.8% | +1.4% | +11.5% |
| 6M | +30.4% | +34.6% | -4.2% | +32.9% |
| YTD | +86.4% | +49.8% | +36.6% | +83.3% |
| 1Y | +117.9% | +46.0% | +71.9% | +113.5% |
| All | +117.9% | +45.0% | +73.0% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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