+95.6%
DASH vs BTSG
+406.1%
-310.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.4% |
| 7D | -10.6% | +2.7% | -13.3% | -11.0% |
| 30D | +2.2% | -3.6% | +5.8% | +2.7% |
| 3M | +32.3% | +5.8% | +26.5% | +29.8% |
| 6M | +19.1% | +44.7% | -25.6% | +9.4% |
| YTD | -6.5% | +62.2% | -68.7% | -15.8% |
| 1Y | -14.9% | +152.1% | -167.0% | -28.6% |
| All | +95.6% | +406.1% | -310.5% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling