-17.2%
DASH vs BLK
+17.9%
-35.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +5.3% |
| 7D | +17.2% | +5.7% | +11.4% | +13.8% |
| 30D | +3.6% | +14.8% | -11.3% | -3.6% |
| 3M | -1.9% | +8.8% | -10.7% | -6.1% |
| 6M | +15.1% | +17.6% | -2.5% | +5.7% |
| YTD | -12.3% | +16.3% | -28.6% | -20.2% |
| 1Y | -17.2% | +18.0% | -35.2% | -25.5% |
| All | -17.2% | +17.9% | -35.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling