-3.8%
DASH vs BTDR
-39.9%
+36.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | -1.0% |
| 7D | +0.4% | -10.4% | +10.7% | +0.9% |
| 30D | -6.0% | -42.2% | +36.1% | -2.9% |
| 3M | -15.8% | -42.8% | +27.1% | -13.4% |
| 6M | +7.0% | -60.2% | +67.1% | +11.5% |
| YTD | -20.7% | -46.3% | +25.7% | -19.7% |
| 1Y | -8.5% | -71.7% | +63.1% | -4.1% |
| 3Y | +101.8% | +54.6% | +47.2% | +86.9% |
| 5Y | -9.6% | -39.5% | +30.0% | -25.4% |
| All | -3.8% | -39.9% | +36.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling