-23.1%
DASH vs BLK
-0.6%
-22.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -12.8% | -2.7% | -10.1% | -11.6% |
| 30D | -6.0% | -4.8% | -1.2% | -3.6% |
| 3M | +26.7% | +6.5% | +20.2% | +22.8% |
| 6M | +11.7% | +13.2% | -1.5% | +4.2% |
| YTD | -12.9% | +1.8% | -14.7% | -15.0% |
| 1Y | -23.1% | -1.0% | -22.1% | -25.0% |
| All | -23.1% | -0.6% | -22.5% | -25.0% |
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