+7.4%
DASH vs BX
+26.0%
-18.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.9% |
| 7D | -10.6% | -4.4% | -6.2% | -7.9% |
| 30D | +2.2% | +0.1% | +2.1% | +1.6% |
| 3M | +32.3% | +16.0% | +16.3% | +18.1% |
| 6M | +19.1% | +21.6% | -2.5% | +2.3% |
| YTD | -6.5% | -8.9% | +2.4% | -3.3% |
| 1Y | -14.9% | -16.6% | +1.7% | -7.0% |
| 3Y | +151.9% | +43.3% | +108.6% | +68.8% |
| All | +7.4% | +26.0% | -18.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling