+5.4%
DG vs BTSG
+406.1%
-400.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +8.4% | +2.7% | +5.7% | +8.3% |
| 30D | +4.9% | -3.6% | +8.6% | +5.0% |
| 3M | +29.3% | +5.8% | +23.5% | +28.8% |
| 6M | -11.3% | +44.7% | -56.0% | -12.5% |
| YTD | +1.8% | +62.2% | -60.4% | 0.0% |
| 1Y | +25.3% | +152.1% | -126.8% | +23.4% |
| All | +5.4% | +406.1% | -400.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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