-5.1%
DASH vs BTG
+75.0%
-80.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.9% |
| 7D | -12.8% | +2.4% | -15.2% | -13.2% |
| 30D | -6.0% | +9.5% | -15.5% | -7.7% |
| 3M | +26.7% | +38.5% | -11.8% | +18.4% |
| 6M | +11.7% | +5.6% | +6.0% | +8.8% |
| YTD | -12.9% | +23.9% | -36.8% | -18.7% |
| 1Y | -23.1% | +32.1% | -55.2% | -29.8% |
| 3Y | +140.0% | +103.2% | +36.8% | +91.3% |
| 5Y | -5.1% | +79.7% | -84.8% | -21.1% |
| All | -5.1% | +75.0% | -80.1% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling