-5.2%
DASH vs RIG
+123.9%
-129.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.4% |
| 7D | +0.4% | -24.5% | +24.9% | +3.2% |
| 30D | -6.0% | -2.8% | -3.3% | -6.2% |
| 3M | -15.8% | +1.6% | -17.3% | -16.5% |
| 6M | +7.0% | -15.9% | +22.9% | +7.9% |
| YTD | -20.7% | +26.9% | -47.5% | -24.7% |
| 1Y | -8.5% | +34.4% | -42.9% | -14.0% |
| 3Y | +101.8% | -21.2% | +123.0% | +95.3% |
| 5Y | -9.6% | +46.4% | -55.9% | -23.3% |
| All | -5.2% | +123.9% | -129.1% | -29.5% |
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