-12.7%
DASH vs NSC
+17.7%
-30.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | -3.4% | +0.7% | -2.2% |
| 30D | -9.3% | +3.6% | -12.9% | -8.6% |
| 3M | -15.1% | -1.4% | -13.7% | -14.5% |
| 6M | +8.7% | +6.0% | +2.8% | +8.9% |
| YTD | -21.3% | +15.5% | -36.8% | -21.5% |
| 1Y | -12.7% | +16.2% | -28.9% | -14.0% |
| All | -12.7% | +17.7% | -30.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling