+74.5%
CSX vs DASH
+94.5%
-20.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.1% | -1.4% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +7.0% | -7.1% | +14.1% | +7.6% |
| 3M | -0.3% | -13.2% | +12.9% | +0.8% |
| 6M | +13.5% | +8.3% | +5.2% | +11.8% |
| YTD | +41.5% | -20.6% | +62.1% | +44.7% |
| 1Y | +45.8% | -24.4% | +70.2% | +49.6% |
| All | +74.5% | +94.5% | -20.0% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling