-5.1%
DASH vs RIG
+117.9%
-123.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.4% | -3.0% | -8.7% |
| 7D | +0.5% | -23.8% | +24.3% | +3.2% |
| 30D | -7.1% | -5.6% | -1.5% | -6.9% |
| 3M | -13.2% | -0.8% | -12.4% | -13.7% |
| 6M | +8.3% | -18.4% | +26.7% | +9.6% |
| YTD | -20.6% | +23.5% | -44.0% | -24.4% |
| 1Y | -24.4% | +30.8% | -55.2% | -28.7% |
| 3Y | +94.5% | -25.4% | +120.0% | +89.6% |
| 5Y | -9.4% | +42.5% | -51.9% | -22.9% |
| All | -5.1% | +117.9% | -123.0% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling