-29.8%
DASH vs NSC
+34.1%
-64.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | -4.1% | +1.6% | -5.7% | -4.9% |
| 30D | -10.6% | +4.2% | -14.8% | -12.3% |
| 3M | -18.8% | -0.2% | -18.5% | -18.6% |
| 6M | +11.2% | +7.6% | +3.7% | +6.4% |
| YTD | -23.8% | +17.4% | -41.2% | -31.1% |
| 1Y | -12.2% | +18.3% | -30.5% | -21.0% |
| 3Y | +97.3% | +79.8% | +17.5% | +30.9% |
| 5Y | -29.8% | +34.3% | -64.2% | -47.8% |
| All | -29.8% | +34.1% | -64.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling