-5.2%
DASH vs BTG
+17.5%
-22.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | +0.4% | +17.4% | -17.0% | -2.4% |
| 30D | -6.0% | +8.0% | -14.0% | -7.5% |
| 3M | -15.8% | +32.5% | -48.3% | -20.4% |
| 6M | +7.0% | +21.6% | -14.6% | +1.8% |
| YTD | -20.7% | +21.2% | -41.9% | -25.4% |
| 1Y | -8.5% | +43.9% | -52.4% | -17.1% |
| 3Y | +101.8% | +78.6% | +23.2% | +69.8% |
| 5Y | -9.6% | +48.8% | -58.4% | -23.6% |
| All | -5.2% | +17.5% | -22.7% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling