-9.4%
BITO vs DASH
-8.2%
-1.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +1.1% | -12.8% | +13.9% | +5.3% |
| 30D | +21.8% | -6.0% | +27.8% | +23.9% |
| 3M | +25.0% | +26.7% | -1.7% | +15.4% |
| 6M | +11.3% | +11.7% | -0.3% | +5.9% |
| YTD | -12.7% | -12.9% | +0.2% | -10.4% |
| 1Y | -32.3% | -23.1% | -9.2% | -28.3% |
| 3Y | +150.3% | +140.0% | +10.3% | +79.7% |
| All | -9.4% | -8.2% | -1.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DASH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling