+64.3%
UNP vs DASH
-1.1%
+65.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -2.8% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +7.7% | -7.1% | +14.8% | +8.2% |
| 3M | +1.3% | -13.2% | +14.5% | +2.1% |
| 6M | +14.0% | +8.3% | +5.7% | +12.9% |
| YTD | +30.8% | -20.6% | +51.3% | +32.2% |
| 1Y | +40.0% | -24.4% | +64.4% | +41.6% |
| 3Y | +50.1% | +94.5% | -44.5% | +40.8% |
| 5Y | +39.6% | -9.4% | +49.1% | +28.9% |
| All | +64.3% | -1.1% | +65.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling