+58.5%
DASH vs BTSG
+493.4%
-435.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -4.5% | +6.0% | -10.6% | -5.5% |
| 30D | -6.8% | +12.4% | -19.2% | -8.7% |
| 3M | -20.7% | +18.2% | -38.9% | -23.2% |
| 6M | +15.1% | +26.0% | -11.0% | +9.0% |
| YTD | -24.3% | +90.1% | -114.4% | -33.8% |
| 1Y | -12.1% | +124.3% | -136.4% | -25.2% |
| All | +58.5% | +493.4% | -435.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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