+92.2%
DASH vs BTDR
+54.4%
+37.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.8% | +9.6% | -2.1% |
| 7D | -4.1% | +15.4% | -19.5% | -5.4% |
| 30D | -10.6% | -33.4% | +22.8% | -8.1% |
| 3M | -18.8% | -32.0% | +13.3% | -17.2% |
| 6M | +11.2% | -52.2% | +63.4% | +15.0% |
| YTD | -23.8% | -45.3% | +21.5% | -23.0% |
| 1Y | -12.2% | -56.0% | +43.8% | -10.1% |
| All | +92.2% | +54.4% | +37.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling