-5.1%
DASH vs SNY
+7.6%
-12.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -12.8% | -3.6% | -9.2% | -12.0% |
| 30D | -6.0% | -1.4% | -4.6% | -5.7% |
| 3M | +26.7% | -4.2% | +30.9% | +27.9% |
| 6M | +11.7% | +2.0% | +9.7% | +11.2% |
| YTD | -12.9% | -6.7% | -6.2% | -11.7% |
| 1Y | -23.1% | -4.7% | -18.4% | -22.6% |
| 3Y | +140.0% | -8.1% | +148.2% | +138.8% |
| 5Y | -5.1% | +8.2% | -13.3% | -11.7% |
| All | -5.1% | +7.6% | -12.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling