+91.1%
DASH vs SNY
+22.5%
+68.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | +2.8% | -7.4% | -5.2% |
| 30D | -6.8% | +21.6% | -28.4% | -10.4% |
| 3M | -20.7% | +10.5% | -31.2% | -22.2% |
| 6M | +15.1% | +14.0% | +1.0% | +12.2% |
| YTD | -24.3% | +5.4% | -29.6% | -25.2% |
| 1Y | -12.1% | -2.5% | -9.7% | -12.4% |
| 3Y | +91.1% | +22.1% | +69.0% | +83.7% |
| All | +91.1% | +22.5% | +68.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling