-20.9%
BITO vs DASH
-20.1%
-0.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -9.2% | -4.5% | -4.7% | -7.9% |
| 30D | -15.9% | -6.8% | -9.1% | -14.5% |
| 3M | +7.3% | -20.7% | +28.0% | +14.2% |
| 6M | -15.2% | +15.1% | -30.3% | -20.3% |
| YTD | -23.8% | -24.3% | +0.5% | -19.0% |
| 1Y | -32.2% | -12.1% | -20.0% | -31.5% |
| 3Y | +55.1% | +91.1% | -36.0% | +19.8% |
| 5Y | -16.7% | -30.3% | +13.6% | -40.4% |
| All | -20.9% | -20.1% | -0.7% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling