-5.9%
DASH vs BLK
+95.6%
-101.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -2.0% |
| 7D | -2.8% | +5.2% | -8.0% | -6.6% |
| 30D | -9.3% | +12.9% | -22.2% | -18.0% |
| 3M | -15.1% | +8.6% | -23.6% | -20.7% |
| 6M | +8.7% | +13.9% | -5.1% | -3.3% |
| YTD | -21.3% | +16.1% | -37.4% | -32.0% |
| 1Y | -12.7% | +15.3% | -28.0% | -24.4% |
| 3Y | +103.8% | +96.5% | +7.3% | +0.9% |
| 5Y | -16.8% | +43.8% | -60.6% | -49.3% |
| All | -5.9% | +95.6% | -101.6% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling