-29.8%
DASH vs RNG
-71.6%
+41.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.6% |
| 7D | -4.1% | +2.3% | -6.4% | -5.0% |
| 30D | -10.6% | -3.4% | -7.2% | -10.0% |
| 3M | -18.8% | +20.9% | -39.7% | -26.0% |
| 6M | +11.2% | +82.2% | -71.0% | -16.6% |
| YTD | -23.8% | +164.6% | -188.4% | -54.2% |
| 1Y | -12.2% | +177.0% | -189.2% | -48.4% |
| 3Y | +97.3% | +177.4% | -80.1% | +0.5% |
| 5Y | -29.8% | -72.3% | +42.5% | +61.8% |
| All | -29.8% | -71.6% | +41.7% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling