-7.4%
BITO vs DASH
-1.4%
-6.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -1.0% |
| 7D | +2.9% | -10.6% | +13.4% | +6.4% |
| 30D | +22.6% | +2.2% | +20.4% | +21.6% |
| 3M | +24.7% | +32.3% | -7.6% | +13.5% |
| 6M | +7.5% | +19.1% | -11.7% | +0.2% |
| YTD | -10.8% | -6.5% | -4.3% | -10.4% |
| 1Y | -29.9% | -14.9% | -15.0% | -28.1% |
| 3Y | +158.9% | +151.9% | +7.0% | +83.3% |
| All | -7.4% | -1.4% | -6.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling