+59.4%
DASH vs BTSG
+495.4%
-436.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -4.1% | +8.5% | -12.6% | -5.5% |
| 30D | -10.6% | +14.0% | -24.7% | -12.7% |
| 3M | -18.8% | +19.7% | -38.5% | -21.5% |
| 6M | +11.2% | +28.7% | -17.5% | +4.9% |
| YTD | -23.8% | +90.8% | -114.6% | -33.4% |
| 1Y | -12.2% | +112.4% | -124.6% | -24.6% |
| All | +59.4% | +495.4% | -436.0% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling