-17.2%
DASH vs BX
-8.3%
-8.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.2% | +2.1% | +5.5% |
| 7D | +17.2% | +8.3% | +8.9% | +13.3% |
| 30D | +3.6% | +13.5% | -10.0% | -2.1% |
| 3M | -1.9% | -7.6% | +5.7% | +0.7% |
| 6M | +15.1% | +4.0% | +11.0% | +11.5% |
| YTD | -12.3% | -15.2% | +2.9% | -14.1% |
| 1Y | -17.2% | -8.5% | -8.8% | -23.7% |
| All | -17.2% | -8.3% | -8.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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