-17.2%
DASH vs SNY
+2.7%
-20.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +6.4% |
| 7D | +17.2% | +12.4% | +4.8% | +12.6% |
| 30D | +3.6% | +20.1% | -16.6% | -2.6% |
| 3M | -1.9% | +11.2% | -13.1% | -4.9% |
| 6M | +15.1% | +9.5% | +5.6% | +11.6% |
| YTD | -12.3% | +3.4% | -15.7% | -13.4% |
| 1Y | -17.2% | +2.0% | -19.3% | -17.9% |
| All | -17.2% | +2.7% | -20.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling