-7.0%
DASH vs RIO
+94.1%
-101.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +0.4% | +2.2% | -1.9% | -0.3% |
| 30D | -6.0% | -10.1% | +4.1% | -2.4% |
| 3M | -15.8% | -14.1% | -1.6% | -11.4% |
| 6M | +7.0% | -18.9% | +25.9% | +13.9% |
| YTD | -20.7% | +9.9% | -30.6% | -25.7% |
| 1Y | -8.5% | +27.0% | -35.5% | -19.4% |
| 3Y | +101.8% | +50.1% | +51.7% | +61.7% |
| All | -7.0% | +94.1% | -101.1% | -26.3% |
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