-0.2%
DASH vs ALNY
+39.4%
-39.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.1% | -4.8% |
| 7D | -11.2% | +5.7% | -16.9% | -12.4% |
| 30D | -7.3% | +18.7% | -26.0% | -11.2% |
| 3M | +31.4% | -11.0% | +42.4% | +32.7% |
| 6M | +11.9% | -18.9% | +30.8% | +15.1% |
| YTD | -11.5% | -34.6% | +23.1% | -3.9% |
| 1Y | -20.0% | -42.8% | +22.8% | -10.3% |
| 3Y | +143.9% | +29.1% | +114.8% | +110.0% |
| 5Y | -0.2% | +39.6% | -39.8% | -24.4% |
| All | -0.2% | +39.4% | -39.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling