-4.5%
DASH vs ALNY
+22.8%
-27.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -7.9% | -32.7% | +24.8% | -0.4% |
| 3M | -16.3% | -28.6% | +12.2% | -11.3% |
| 6M | +10.4% | -46.9% | +57.3% | +23.9% |
| YTD | -20.1% | -60.6% | +40.5% | -3.2% |
| 1Y | -11.4% | -64.6% | +53.2% | +10.4% |
| 3Y | +114.1% | -4.8% | +118.9% | +88.1% |
| 5Y | -5.8% | -14.8% | +9.1% | -19.9% |
| All | -4.5% | +22.8% | -27.3% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling