+463.5%
BTSG vs DGX
+88.5%
+375.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | -2.2% | +5.1% | +3.3% |
| 30D | +0.9% | -0.9% | +1.8% | +1.0% |
| 3M | +1.6% | +15.6% | -14.0% | -1.0% |
| 6M | +46.8% | +17.8% | +29.0% | +42.3% |
| YTD | +65.5% | +37.5% | +28.1% | +53.2% |
| 1Y | +136.2% | +31.2% | +105.1% | +120.9% |
| All | +463.5% | +88.5% | +375.0% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling