-9.5%
DASH vs NSC
+55.1%
-64.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -4.5% | +2.5% | -7.0% | -5.7% |
| 30D | -6.8% | +1.7% | -8.5% | -7.3% |
| 3M | -20.7% | -2.6% | -18.1% | -19.6% |
| 6M | +15.1% | +6.4% | +8.6% | +11.0% |
| YTD | -24.3% | +15.5% | -39.8% | -30.3% |
| 1Y | -12.1% | +17.6% | -29.7% | -20.0% |
| 3Y | +91.1% | +75.0% | +16.1% | +35.8% |
| 5Y | -30.3% | +32.2% | -62.4% | -44.8% |
| All | -9.5% | +55.1% | -64.6% | -31.6% |
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