+11.7%
DASH vs ALNY
+108.7%
-97.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -10.6% | +12.2% | -22.8% | -13.3% |
| 30D | +2.2% | +16.3% | -14.2% | -2.0% |
| 3M | +32.3% | -12.4% | +44.6% | +34.2% |
| 6M | +19.1% | -18.7% | +37.8% | +22.7% |
| YTD | -6.5% | -33.1% | +26.6% | +1.4% |
| 1Y | -14.9% | -41.3% | +26.4% | -4.6% |
| 3Y | +151.9% | +32.3% | +119.7% | +112.3% |
| 5Y | +9.4% | +34.8% | -25.3% | -15.1% |
| All | +11.7% | +108.7% | -97.0% | -40.8% |
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