-29.8%
DASH vs BTDR
-38.5%
+8.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.8% | +9.6% | -2.3% |
| 7D | -4.1% | +15.4% | -19.5% | -5.1% |
| 30D | -10.6% | -33.4% | +22.8% | -8.6% |
| 3M | -18.8% | -32.0% | +13.3% | -17.5% |
| 6M | +11.2% | -52.2% | +63.4% | +14.4% |
| YTD | -23.8% | -45.3% | +21.5% | -23.1% |
| 1Y | -12.2% | -56.0% | +43.8% | -10.4% |
| 3Y | +97.3% | +54.4% | +42.9% | +83.0% |
| 5Y | -29.8% | -38.5% | +8.7% | -41.8% |
| All | -29.8% | -38.5% | +8.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling