+153.0%
DASH vs BX
+38.2%
+114.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.1% |
| 7D | -10.6% | -4.4% | -6.2% | -8.7% |
| 30D | +2.2% | +0.1% | +2.1% | +1.8% |
| 3M | +32.3% | +16.0% | +16.3% | +22.0% |
| 6M | +19.1% | +21.6% | -2.5% | +7.1% |
| YTD | -6.5% | -8.9% | +2.4% | -4.1% |
| 1Y | -14.9% | -16.6% | +1.7% | -9.1% |
| All | +153.0% | +38.2% | +114.9% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling