+7.4%
DASH vs RIO
+93.6%
-86.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -10.6% | 0.0% | -10.5% | -10.6% |
| 30D | +2.2% | +4.0% | -1.8% | +0.7% |
| 3M | +32.3% | +0.1% | +32.1% | +31.8% |
| 6M | +19.1% | +12.7% | +6.4% | +12.5% |
| YTD | -6.5% | +35.6% | -42.1% | -18.0% |
| 1Y | -14.9% | +73.7% | -88.6% | -32.3% |
| 3Y | +151.9% | +93.3% | +58.6% | +87.5% |
| All | +7.4% | +93.6% | -86.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling