+64.9%
DASH vs FBTC
+42.6%
+22.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | -4.5% | -9.2% | +4.6% | -2.5% |
| 30D | -6.8% | -15.8% | +9.0% | -3.2% |
| 3M | -20.7% | +8.7% | -29.4% | -22.2% |
| 6M | +15.1% | -13.6% | +28.7% | +18.2% |
| YTD | -24.3% | -21.5% | -2.8% | -21.4% |
| 1Y | -12.1% | -29.9% | +17.8% | -6.9% |
| All | +64.9% | +42.6% | +22.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling