+66.0%
DASH vs BTSG
+459.6%
-393.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -6.0% | +5.3% | -11.3% | -6.9% |
| 3M | -15.8% | +10.8% | -26.6% | -17.5% |
| 6M | +7.0% | +27.3% | -20.4% | +0.9% |
| YTD | -20.7% | +79.3% | -100.0% | -29.9% |
| 1Y | -8.5% | +106.0% | -114.5% | -21.0% |
| All | +66.0% | +459.6% | -393.6% | +32.7% |
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