+504.6%
CSX vs DAR
+352.7%
+151.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | +1.4% | -4.7% | -3.8% |
| 30D | -3.1% | +12.8% | -15.9% | -6.4% |
| 3M | +7.2% | +7.4% | -0.2% | +4.6% |
| 6M | +16.2% | +22.3% | -6.1% | +9.2% |
| YTD | +37.5% | +81.1% | -43.5% | +16.3% |
| 1Y | +53.2% | +106.5% | -53.3% | +23.9% |
| 3Y | +68.2% | +5.3% | +62.9% | +58.7% |
| 5Y | +65.2% | -11.5% | +76.8% | +57.4% |
| All | +504.6% | +352.7% | +151.9% | +219.6% |
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