-9.5%
DASH vs RIO
+80.9%
-90.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -6.8% | -9.1% | +2.3% | -3.9% |
| 3M | -20.7% | -13.7% | -7.0% | -17.1% |
| 6M | +15.1% | -24.3% | +39.4% | +24.9% |
| YTD | -24.3% | +8.9% | -33.2% | -28.1% |
| 1Y | -12.1% | +22.7% | -34.8% | -20.1% |
| 3Y | +91.1% | +51.2% | +39.9% | +57.9% |
| 5Y | -30.3% | +88.1% | -118.4% | -45.3% |
| All | -9.5% | +80.9% | -90.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling