-4.5%
DASH vs BLK
+94.5%
-99.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -1.9% |
| 7D | -4.8% | +4.1% | -8.9% | -7.7% |
| 30D | -7.9% | +12.2% | -20.1% | -16.3% |
| 3M | -16.3% | +7.4% | -23.8% | -21.2% |
| 6M | +10.4% | +13.2% | -2.8% | -1.3% |
| YTD | -20.1% | +15.4% | -35.5% | -30.6% |
| 1Y | -11.4% | +14.6% | -26.1% | -23.0% |
| 3Y | +114.1% | +99.2% | +14.8% | +4.4% |
| 5Y | -5.8% | +41.9% | -47.6% | -42.1% |
| All | -4.5% | +94.5% | -99.0% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling