BUG: Fix misalignment of downside series calc when using exact dates.

An oddity that was exposed while working on making the return series
passed to the risk module more exact, the series comparison between
the returns and mean returns was unbalanced, because the mean returns
were not masked down to the downside data points; however, in most,
if not all cases this was papered over by the call to `.valid()`

zipline/finance/risk/risk.py

@@ -107,7 +107,7 @@ def sharpe_ratio(algorithm_volatility, algorithm_return, treasury_return):
 def downside_risk(algorithm_returns, mean_returns, normalization_factor):
     rets = algorithm_returns
     mar = mean_returns
-    downside_diff = (rets[rets < mar] - mar).valid()
+    downside_diff = (rets[rets < mar] - mar[rets < mar])
     return np.std(downside_diff) * math.sqrt(normalization_factor)