-11.5%
BITO vs DASH
-9.9%
-1.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.5% | +0.4% | -1.8% | -1.8% |
| 30D | -9.5% | -6.0% | -3.5% | -8.2% |
| 3M | +16.2% | -15.8% | +31.9% | +21.4% |
| 6M | -9.0% | +7.0% | -15.9% | -12.6% |
| YTD | -16.2% | -20.7% | +4.5% | -12.1% |
| 1Y | -27.6% | -8.5% | -19.1% | -27.7% |
| 3Y | +78.6% | +101.8% | -23.2% | +35.2% |
| All | -11.5% | -9.9% | -1.6% | -36.5% |
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