+158.1%
DASH vs BLK
+74.9%
+83.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | -10.6% | -3.6% | -6.9% | -8.4% |
| 30D | +2.2% | -1.0% | +3.1% | +2.8% |
| 3M | +32.3% | +10.4% | +21.9% | +23.4% |
| 6M | +19.1% | +8.2% | +11.0% | +11.9% |
| YTD | -6.5% | +6.0% | -12.5% | -11.3% |
| 1Y | -14.9% | +3.3% | -18.2% | -18.0% |
| All | +158.1% | +74.9% | +83.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling