+140.7%
DASH vs ALNY
+29.0%
+111.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.1% | -5.1% |
| 7D | -11.2% | +5.7% | -16.9% | -11.8% |
| 30D | -7.3% | +18.7% | -26.0% | -9.3% |
| 3M | +31.4% | -11.0% | +42.4% | +32.1% |
| 6M | +11.9% | -18.9% | +30.8% | +13.7% |
| YTD | -11.5% | -34.6% | +23.1% | -7.5% |
| 1Y | -20.0% | -42.8% | +22.8% | -15.0% |
| All | +140.7% | +29.0% | +111.6% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling