+11.7%
DASH vs NSC
+55.3%
-43.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | -10.6% | -5.5% | -5.1% | -8.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.7% |
| 3M | +32.3% | +7.7% | +24.6% | +26.9% |
| 6M | +19.1% | +4.5% | +14.6% | +15.4% |
| YTD | -6.5% | +15.6% | -22.1% | -14.2% |
| 1Y | -14.9% | +19.8% | -34.7% | -23.4% |
| 3Y | +151.9% | +70.1% | +81.8% | +81.6% |
| 5Y | +9.4% | +46.1% | -36.7% | -16.0% |
| All | +11.7% | +55.3% | -43.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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