+103.8%
DASH vs RIG
-22.2%
+126.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | -12.2% | +9.4% | -2.4% |
| 30D | -9.3% | -6.0% | -3.3% | -9.4% |
| 3M | -15.1% | -9.4% | -5.6% | -15.1% |
| 6M | +8.7% | -19.1% | +27.8% | +9.5% |
| YTD | -21.3% | +25.4% | -46.7% | -24.4% |
| 1Y | -12.7% | +23.3% | -36.0% | -16.0% |
| 3Y | +103.8% | -22.1% | +125.9% | +87.8% |
| All | +103.8% | -22.2% | +126.0% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling