+151.0%
BITO vs DASH
+145.0%
+6.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.5% | -0.4% |
| 7D | +1.5% | -11.2% | +12.7% | +4.7% |
| 30D | +20.0% | -7.3% | +27.3% | +22.3% |
| 3M | +22.8% | +31.4% | -8.7% | +13.2% |
| 6M | +13.1% | +11.9% | +1.2% | +8.3% |
| YTD | -12.5% | -11.5% | -1.0% | -10.6% |
| 1Y | -32.6% | -20.0% | -12.5% | -29.4% |
| 3Y | +151.0% | +143.9% | +7.1% | +115.7% |
| All | +151.0% | +145.0% | +6.0% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling