-9.1%
BITO vs DASH
-6.7%
-2.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.5% | -0.2% |
| 7D | +1.5% | -11.2% | +12.7% | +5.2% |
| 30D | +20.0% | -7.3% | +27.3% | +22.7% |
| 3M | +22.8% | +31.4% | -8.7% | +12.0% |
| 6M | +13.1% | +11.9% | +1.2% | +7.5% |
| YTD | -12.5% | -11.5% | -1.0% | -10.6% |
| 1Y | -32.6% | -20.0% | -12.5% | -29.5% |
| 3Y | +151.0% | +143.9% | +7.1% | +79.3% |
| All | -9.1% | -6.7% | -2.4% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling