+151.5%
RIOT vs DASH
+10.1%
+141.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +5.5% |
| 7D | +25.1% | -11.2% | +36.3% | +34.2% |
| 30D | +8.5% | -7.3% | +15.8% | +12.9% |
| 3M | -13.4% | +31.4% | -44.8% | -29.8% |
| 6M | +57.1% | +11.9% | +45.3% | +38.8% |
| YTD | +75.7% | -11.5% | +87.2% | +80.0% |
| 1Y | +65.6% | -20.0% | +85.6% | +80.3% |
| 3Y | +103.3% | +143.9% | -40.6% | +4.9% |
| 5Y | -26.7% | -0.2% | -26.5% | -45.6% |
| All | +151.5% | +10.1% | +141.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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