+37.0%
DASH vs RGTI
+53.9%
-16.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.3% |
| 7D | -12.8% | +2.5% | -15.3% | -13.0% |
| 30D | -6.0% | -13.7% | +7.6% | -5.1% |
| 3M | +26.7% | -22.6% | +49.3% | +28.5% |
| 6M | +11.7% | -13.4% | +25.1% | +10.8% |
| YTD | -12.9% | -31.2% | +18.3% | -12.3% |
| 1Y | -23.1% | -7.6% | -15.5% | -25.5% |
| 3Y | +140.0% | +669.7% | -529.7% | +57.1% |
| 5Y | -5.1% | +57.0% | -62.1% | -4.2% |
| All | +37.0% | +53.9% | -16.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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