+143.9%
DASH vs SNY
-7.5%
+151.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.9% |
| 7D | -11.2% | -2.7% | -8.4% | -10.7% |
| 30D | -7.3% | -0.7% | -6.6% | -7.2% |
| 3M | +31.4% | -1.6% | +33.1% | +31.8% |
| 6M | +11.9% | +2.3% | +9.6% | +11.6% |
| YTD | -11.5% | -6.0% | -5.5% | -10.7% |
| 1Y | -20.0% | -2.7% | -17.4% | -19.8% |
| 3Y | +143.9% | -7.5% | +151.4% | +143.6% |
| All | +143.9% | -7.5% | +151.4% | +143.6% |
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