+6.6%
DASH vs ALNY
+95.0%
-88.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.6% | -6.5% | +1.9% | -3.0% |
| 30D | -5.0% | +11.0% | -16.0% | -7.7% |
| 3M | +30.6% | -14.1% | +44.7% | +33.0% |
| 6M | +19.2% | -22.4% | +41.6% | +24.1% |
| YTD | -10.8% | -37.5% | +26.6% | -1.6% |
| 1Y | -22.4% | -46.9% | +24.5% | -10.7% |
| 3Y | +142.5% | +22.1% | +120.4% | +108.8% |
| 5Y | -4.0% | +31.2% | -35.2% | -25.5% |
| All | +6.6% | +95.0% | -88.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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