-5.2%
DASH vs NSC
+51.4%
-56.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | +0.4% | -6.2% | +6.6% | +3.7% |
| 30D | -6.0% | +2.6% | -8.6% | -6.9% |
| 3M | -15.8% | -5.8% | -9.9% | -13.3% |
| 6M | +7.0% | +2.1% | +4.9% | +5.3% |
| YTD | -20.7% | +12.7% | -33.4% | -26.2% |
| 1Y | -8.5% | +15.9% | -24.4% | -16.2% |
| 3Y | +101.8% | +74.0% | +27.7% | +43.6% |
| 5Y | -9.6% | +25.2% | -34.8% | -27.1% |
| All | -5.2% | +51.4% | -56.6% | -27.5% |
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