+153.0%
DASH vs BTDR
-2.0%
+155.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.6% | -4.9% |
| 7D | -10.6% | +20.0% | -30.5% | -11.9% |
| 30D | +2.2% | +11.9% | -9.8% | +0.7% |
| 3M | +32.3% | -36.9% | +69.2% | +35.6% |
| 6M | +19.1% | +56.5% | -37.4% | +12.3% |
| YTD | -6.5% | +10.4% | -16.9% | -9.9% |
| 1Y | -14.9% | +3.1% | -18.0% | -18.6% |
| All | +153.0% | -2.0% | +155.0% | +120.2% |
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