+18.7%
DBX vs BTG
+143.2%
-124.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.7% |
| 7D | -1.3% | +4.8% | -6.1% | -1.6% |
| 30D | -2.9% | +8.3% | -11.2% | -3.4% |
| 3M | +23.8% | +32.3% | -8.5% | +21.2% |
| 6M | +26.2% | +3.0% | +23.2% | +25.4% |
| YTD | +21.6% | +21.9% | -0.3% | +18.7% |
| 1Y | +11.4% | +28.2% | -16.7% | +7.8% |
| 3Y | +21.3% | +99.9% | -78.6% | +11.2% |
| 5Y | +6.7% | +73.6% | -66.9% | -2.1% |
| All | +18.7% | +143.2% | -124.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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