-8.9%
DASH vs RIG
+127.4%
-136.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -4.1% | +4.3% | -8.4% | -4.5% |
| 30D | -10.6% | -5.8% | -4.8% | -10.4% |
| 3M | -18.8% | -6.7% | -12.1% | -18.7% |
| 6M | +11.2% | -18.7% | +29.9% | +12.7% |
| YTD | -23.8% | +28.8% | -52.6% | -27.8% |
| 1Y | -12.2% | +28.8% | -41.0% | -16.9% |
| 3Y | +97.3% | -20.0% | +117.3% | +90.6% |
| 5Y | -29.8% | +56.0% | -85.8% | -40.7% |
| All | -8.9% | +127.4% | -136.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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