-5.1%
DASH vs RIO
+81.4%
-86.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.9% |
| 7D | +0.5% | -0.1% | +0.6% | +0.7% |
| 30D | -7.1% | -13.3% | +6.2% | -2.8% |
| 3M | -13.2% | -16.3% | +3.1% | -8.4% |
| 6M | +8.3% | -15.4% | +23.7% | +12.9% |
| YTD | -20.6% | +9.2% | -29.7% | -24.7% |
| 1Y | -24.4% | +26.5% | -50.9% | -32.1% |
| 3Y | +94.5% | +49.9% | +44.6% | +61.2% |
| 5Y | -9.4% | +93.9% | -103.4% | -29.4% |
| All | -5.1% | +81.4% | -86.4% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling