+66.8%
UNP vs DASH
-5.8%
+72.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.2% | -4.5% | +8.8% | +4.6% |
| 30D | +5.6% | -6.8% | +12.4% | +6.0% |
| 3M | +2.0% | -20.7% | +22.7% | +3.5% |
| 6M | +15.4% | +15.1% | +0.4% | +13.8% |
| YTD | +32.7% | -24.3% | +57.0% | +34.6% |
| 1Y | +39.4% | -12.1% | +51.6% | +39.6% |
| 3Y | +54.3% | +91.1% | -36.8% | +45.0% |
| 5Y | +39.6% | -30.3% | +69.9% | +30.1% |
| All | +66.8% | -5.8% | +72.5% | +53.2% |
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