+153.0%
DASH vs RNG
+135.4%
+17.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.8% |
| 7D | -10.6% | +5.8% | -16.3% | -11.7% |
| 30D | +2.2% | +19.6% | -17.5% | -2.0% |
| 3M | +32.3% | +67.0% | -34.7% | +16.9% |
| 6M | +19.1% | +88.4% | -69.3% | +1.6% |
| YTD | -6.5% | +155.5% | -162.0% | -26.5% |
| 1Y | -14.9% | +141.7% | -156.6% | -32.5% |
| All | +153.0% | +135.4% | +17.7% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling