-17.2%
DASH vs BTDR
-69.9%
+52.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.6% | +14.0% | +8.7% |
| 7D | +17.2% | -17.6% | +34.7% | +18.6% |
| 30D | +3.6% | -40.3% | +43.8% | +7.3% |
| 3M | -1.9% | -42.6% | +40.8% | +1.3% |
| 6M | +15.1% | -46.3% | +61.4% | +16.6% |
| YTD | -12.3% | -41.7% | +29.4% | -13.1% |
| 1Y | -17.2% | -69.4% | +52.2% | -14.5% |
| All | -17.2% | -69.9% | +52.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling