-4.5%
DASH vs RIG
+120.9%
-125.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.9% |
| 7D | -4.8% | -17.0% | +12.2% | -3.0% |
| 30D | -7.9% | -6.2% | -1.7% | -7.7% |
| 3M | -16.3% | -1.7% | -14.6% | -16.8% |
| 6M | +10.4% | -19.2% | +29.6% | +11.9% |
| YTD | -20.1% | +25.2% | -45.3% | -24.1% |
| 1Y | -11.4% | +29.9% | -41.3% | -16.3% |
| 3Y | +114.1% | -21.3% | +135.4% | +107.1% |
| 5Y | -5.8% | +40.5% | -46.2% | -19.7% |
| All | -4.5% | +120.9% | -125.5% | -28.9% |
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