+11.7%
DASH vs BLK
+78.7%
-67.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | -10.6% | -3.6% | -6.9% | -7.8% |
| 30D | +2.2% | -1.0% | +3.1% | +2.9% |
| 3M | +32.3% | +10.4% | +21.9% | +20.7% |
| 6M | +19.1% | +8.2% | +11.0% | +9.6% |
| YTD | -6.5% | +6.0% | -12.5% | -13.0% |
| 1Y | -14.9% | +3.3% | -18.2% | -19.4% |
| 3Y | +151.9% | +70.3% | +81.7% | +42.2% |
| 5Y | +9.4% | +34.5% | -25.0% | -29.3% |
| All | +11.7% | +78.7% | -67.0% | -44.5% |
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 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