+42.6%
UNP vs DASH
-16.7%
+59.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.7% |
| 7D | +3.6% | +17.2% | -13.6% | +3.7% |
| 30D | +11.4% | +3.6% | +7.8% | +11.3% |
| 3M | +4.6% | -1.9% | +6.5% | +4.6% |
| 6M | +18.3% | +15.1% | +3.2% | +18.9% |
| YTD | +35.4% | -12.3% | +47.7% | +35.6% |
| 1Y | +42.6% | -17.2% | +59.8% | +43.0% |
| All | +42.6% | -16.7% | +59.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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