+67.8%
CSX vs DASH
+8.6%
+59.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.3% |
| 7D | -3.4% | -10.6% | +7.2% | -2.3% |
| 30D | -3.1% | +2.2% | -5.2% | -3.3% |
| 3M | +7.2% | +32.3% | -25.1% | +3.6% |
| 6M | +16.2% | +19.1% | -2.9% | +13.2% |
| YTD | +37.5% | -6.5% | +44.1% | +37.7% |
| 1Y | +53.2% | -14.9% | +68.1% | +54.4% |
| 3Y | +68.2% | +151.9% | -83.7% | +47.8% |
| All | +67.8% | +8.6% | +59.2% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling