-29.3%
DASH vs BX
-0.1%
-29.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.6% |
| 7D | -4.5% | +0.6% | -5.1% | -5.0% |
| 30D | -6.8% | +14.2% | -21.0% | -14.8% |
| 3M | -20.7% | -18.7% | -2.0% | -9.1% |
| 6M | +15.1% | +2.5% | +12.6% | +11.0% |
| YTD | -24.3% | -18.8% | -5.5% | -15.4% |
| 1Y | -12.1% | -10.3% | -1.8% | -8.9% |
| 3Y | +91.1% | +35.4% | +55.7% | +29.6% |
| All | -29.3% | -0.1% | -29.3% | -44.5% |
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