+5.8%
DASH vs RNG
-79.6%
+85.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -1.0% | -3.6% |
| 7D | -11.2% | -0.8% | -10.4% | -10.9% |
| 30D | -7.3% | +11.4% | -18.7% | -11.7% |
| 3M | +31.4% | +72.1% | -40.6% | +2.3% |
| 6M | +11.9% | +67.9% | -56.1% | -13.6% |
| YTD | -11.5% | +144.3% | -155.8% | -44.6% |
| 1Y | -20.0% | +117.5% | -137.5% | -47.7% |
| 3Y | +143.9% | +123.9% | +20.1% | +39.6% |
| 5Y | -0.2% | -70.1% | +69.9% | +72.6% |
| All | +5.8% | -79.6% | +85.4% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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