-3.2%
DASH vs BTDR
-33.9%
+30.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | +0.1% |
| 7D | -4.8% | +7.1% | -11.9% | -5.4% |
| 30D | -7.9% | -31.4% | +23.5% | -5.9% |
| 3M | -16.3% | -39.2% | +22.9% | -14.3% |
| 6M | +10.4% | -50.9% | +61.3% | +13.4% |
| YTD | -20.1% | -41.0% | +20.9% | -19.7% |
| 1Y | -11.4% | -69.9% | +58.5% | -7.5% |
| 3Y | +114.1% | +87.3% | +26.8% | +96.6% |
| 5Y | -5.8% | -33.6% | +27.9% | -22.6% |
| All | -3.2% | -33.9% | +30.7% | -19.9% |
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