-4.6%
DASH vs BTDR
-29.7%
+25.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | -0.6% |
| 7D | -10.2% | +7.7% | -17.9% | -10.8% |
| 30D | -8.2% | -24.1% | +15.9% | -6.9% |
| 3M | -15.9% | -19.1% | +3.2% | -15.5% |
| 6M | +13.3% | -46.6% | +59.9% | +15.7% |
| YTD | -21.3% | -37.3% | +16.0% | -21.2% |
| 1Y | -11.1% | -53.2% | +42.0% | -9.7% |
| 3Y | +103.8% | +77.1% | +26.7% | +86.9% |
| 5Y | -21.6% | -29.7% | +8.1% | -35.5% |
| All | -4.6% | -29.7% | +25.1% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling