+11.7%
DASH vs SNY
+13.6%
-1.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -10.6% | -1.3% | -9.3% | -10.3% |
| 30D | +2.2% | +3.4% | -1.3% | +1.4% |
| 3M | +32.3% | -0.3% | +32.6% | +32.3% |
| 6M | +19.1% | +1.0% | +18.1% | +18.7% |
| YTD | -6.5% | -3.6% | -2.9% | -5.9% |
| 1Y | -14.9% | +3.0% | -17.9% | -15.8% |
| 3Y | +151.9% | -4.3% | +156.3% | +148.1% |
| 5Y | +9.4% | +5.2% | +4.3% | +2.4% |
| All | +11.7% | +13.6% | -1.9% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling