+63.8%
UNP vs DASH
-0.6%
+64.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | -3.3% | -4.8% | +1.5% | -2.9% |
| 30D | +6.7% | -7.9% | +14.6% | +7.2% |
| 3M | +1.8% | -16.3% | +18.1% | +2.9% |
| 6M | +13.3% | +10.4% | +2.9% | +12.1% |
| YTD | +30.3% | -20.1% | +50.4% | +31.7% |
| 1Y | +36.9% | -11.4% | +48.4% | +37.1% |
| 3Y | +50.9% | +114.1% | -63.1% | +40.8% |
| 5Y | +37.9% | -5.8% | +43.7% | +27.1% |
| All | +63.8% | -0.6% | +64.4% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling