+8.3%
DASH vs RIG
-19.3%
+27.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.4% | -3.0% | -10.7% |
| 7D | +0.5% | -23.8% | +24.3% | -5.5% |
| 30D | -7.1% | -5.6% | -1.5% | -8.8% |
| 3M | -13.2% | -0.8% | -12.4% | -12.7% |
| 6M | +8.3% | -18.4% | +26.7% | +6.9% |
| All | +8.3% | -19.3% | +27.6% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling