-5.9%
DASH vs RNG
-78.6%
+72.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -2.8% | -6.0% | +3.2% | -0.2% |
| 30D | -9.3% | -7.4% | -1.9% | -7.1% |
| 3M | -15.1% | +14.6% | -29.6% | -20.9% |
| 6M | +8.7% | +61.5% | -52.8% | -14.6% |
| YTD | -21.3% | +155.7% | -177.0% | -52.3% |
| 1Y | -12.7% | +172.5% | -185.1% | -48.7% |
| 3Y | +103.8% | +168.0% | -64.2% | +5.4% |
| 5Y | -16.8% | -73.8% | +57.0% | +52.4% |
| All | -5.9% | -78.6% | +72.7% | +104.9% |
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