+7.4%
DASH vs RIG
+60.3%
-52.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.3% |
| 7D | -10.6% | +0.9% | -11.4% | -10.7% |
| 30D | +2.2% | +13.8% | -11.7% | +0.6% |
| 3M | +32.3% | -6.4% | +38.7% | +32.7% |
| 6M | +19.1% | -8.2% | +27.3% | +19.3% |
| YTD | -6.5% | +41.6% | -48.2% | -11.9% |
| 1Y | -14.9% | +88.7% | -103.6% | -23.2% |
| 3Y | +151.9% | -30.9% | +182.8% | +150.5% |
| All | +7.4% | +60.3% | -52.9% | -9.6% |
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