+412.6%
CSX vs DAR
+288.2%
+124.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.6% |
| 7D | -2.2% | -2.8% | +0.5% | -1.5% |
| 30D | +6.8% | -12.8% | +19.6% | +10.3% |
| 3M | +0.7% | -11.6% | +12.3% | +3.2% |
| 6M | +13.3% | -16.8% | +30.0% | +17.5% |
| YTD | +40.5% | +45.9% | -5.4% | +25.0% |
| 1Y | +44.7% | +61.5% | -16.8% | +25.0% |
| 3Y | +74.5% | +23.0% | +51.5% | +54.7% |
| 5Y | +52.0% | -35.8% | +87.8% | +58.9% |
| 10Y | +412.6% | +280.4% | +132.3% | +183.6% |
| All | +412.6% | +288.2% | +124.4% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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