+83.7%
CSX vs DASH
+9.1%
+74.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +1.9% |
| 7D | +0.1% | +17.2% | -17.0% | -1.3% |
| 30D | +9.7% | +3.6% | +6.2% | +9.3% |
| 3M | +2.3% | -1.9% | +4.1% | +2.2% |
| 6M | +17.1% | +15.1% | +2.0% | +14.9% |
| YTD | +44.9% | -12.3% | +57.2% | +45.5% |
| 1Y | +47.1% | -17.2% | +64.3% | +48.1% |
| 3Y | +78.6% | +114.7% | -36.2% | +63.1% |
| 5Y | +57.2% | -4.3% | +61.5% | +41.1% |
| All | +83.7% | +9.1% | +74.6% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling