+433.9%
BTSG vs DGX
+88.2%
+345.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | -6.9% | +15.8% | -22.7% | -9.4% |
| 6M | +42.1% | +18.2% | +23.9% | +37.7% |
| YTD | +56.8% | +37.2% | +19.6% | +45.2% |
| 1Y | +109.8% | +30.4% | +79.5% | +96.6% |
| All | +433.9% | +88.2% | +345.7% | +301.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling