-5.1%
DASH vs NSC
+55.2%
-60.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.3% | -5.1% | -7.4% |
| 7D | +0.5% | -3.8% | +4.3% | +2.6% |
| 30D | -7.1% | +4.1% | -11.2% | -8.6% |
| 3M | -13.2% | -3.3% | -9.9% | -11.7% |
| 6M | +8.3% | +5.9% | +2.4% | +4.8% |
| YTD | -20.6% | +15.5% | -36.1% | -26.9% |
| 1Y | -24.4% | +19.3% | -43.7% | -31.7% |
| 3Y | +94.5% | +79.0% | +15.5% | +36.5% |
| 5Y | -9.4% | +28.3% | -37.8% | -27.8% |
| All | -5.1% | +55.2% | -60.2% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling