-5.9%
DASH vs NSC
+55.2%
-61.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -2.8% | -3.4% | +0.7% | -1.0% |
| 30D | -9.3% | +3.6% | -12.9% | -10.6% |
| 3M | -15.1% | -1.4% | -13.7% | -14.4% |
| 6M | +8.7% | +6.0% | +2.8% | +5.2% |
| YTD | -21.3% | +15.5% | -36.8% | -27.6% |
| 1Y | -12.7% | +16.2% | -28.9% | -20.0% |
| 3Y | +103.8% | +76.9% | +26.8% | +43.9% |
| 5Y | -16.8% | +29.3% | -46.1% | -33.8% |
| All | -5.9% | +55.2% | -61.1% | -28.9% |
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