+5.8%
DASH vs BX
+161.4%
-155.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.3% |
| 7D | -11.2% | -2.0% | -9.2% | -9.9% |
| 30D | -7.3% | -2.3% | -5.0% | -6.2% |
| 3M | +31.4% | +18.5% | +12.9% | +15.8% |
| 6M | +11.9% | +23.7% | -11.9% | -5.0% |
| YTD | -11.5% | -10.4% | -1.1% | -7.4% |
| 1Y | -20.0% | -19.6% | -0.5% | -10.4% |
| 3Y | +143.9% | +30.8% | +113.1% | +77.2% |
| 5Y | -0.2% | +24.3% | -24.6% | -28.4% |
| All | +5.8% | +161.4% | -155.6% | -53.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling