+52.2%
UNP vs DASH
+8.6%
+43.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | -5.3% | -10.6% | +5.2% | -4.5% |
| 30D | -1.5% | +2.2% | -3.7% | -1.7% |
| 3M | +10.3% | +32.3% | -22.0% | +7.6% |
| 6M | +9.7% | +19.1% | -9.5% | +7.7% |
| YTD | +27.1% | -6.5% | +33.6% | +27.3% |
| 1Y | +32.6% | -14.9% | +47.5% | +33.4% |
| 3Y | +40.0% | +151.9% | -112.0% | +27.1% |
| All | +52.2% | +8.6% | +43.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling