+153.0%
DASH vs BTG
+102.4%
+50.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -10.6% | -0.9% | -9.7% | -10.5% |
| 30D | +2.2% | +36.8% | -34.7% | -2.5% |
| 3M | +32.3% | +23.1% | +9.2% | +27.8% |
| 6M | +19.1% | +3.5% | +15.6% | +17.1% |
| YTD | -6.5% | +25.5% | -32.0% | -11.1% |
| 1Y | -14.9% | +40.1% | -55.0% | -20.9% |
| All | +153.0% | +102.4% | +50.6% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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