-7.0%
DASH vs RNG
-69.1%
+62.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +1.0% |
| 7D | +0.4% | -11.3% | +11.7% | +5.2% |
| 30D | -6.0% | -5.7% | -0.4% | -4.4% |
| 3M | -15.8% | +16.8% | -32.5% | -22.2% |
| 6M | +7.0% | +58.5% | -51.5% | -15.2% |
| YTD | -20.7% | +151.3% | -172.0% | -51.5% |
| 1Y | -8.5% | +169.0% | -177.6% | -45.9% |
| 3Y | +101.8% | +156.9% | -55.1% | +6.1% |
| All | -7.0% | -69.1% | +62.1% | +89.4% |
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