-4.5%
DASH vs BX
+144.3%
-148.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.8% |
| 7D | -4.8% | +3.3% | -8.0% | -6.5% |
| 30D | -7.9% | +9.6% | -17.5% | -13.3% |
| 3M | -16.3% | -8.7% | -7.6% | -11.6% |
| 6M | +10.4% | +2.2% | +8.2% | +7.0% |
| YTD | -20.1% | -16.2% | -3.9% | -12.8% |
| 1Y | -11.4% | -11.5% | +0.1% | -7.2% |
| 3Y | +114.1% | +41.0% | +73.1% | +44.9% |
| 5Y | -5.8% | +1.1% | -6.8% | -22.9% |
| All | -4.5% | +144.3% | -148.8% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling