-29.3%
DASH vs RIG
+62.5%
-91.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -1.1% |
| 7D | -4.5% | +5.7% | -10.3% | -5.1% |
| 30D | -6.8% | -0.7% | -6.1% | -7.2% |
| 3M | -20.7% | -3.1% | -17.5% | -20.9% |
| 6M | +15.1% | -16.3% | +31.4% | +16.4% |
| YTD | -24.3% | +34.1% | -58.4% | -29.1% |
| 1Y | -12.1% | +38.2% | -50.3% | -18.2% |
| 3Y | +91.1% | -15.3% | +106.3% | +82.8% |
| All | -29.3% | +62.5% | -91.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling