-5.2%
DASH vs BX
+135.4%
-140.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | -0.4% |
| 30D | -6.0% | +7.9% | -13.9% | -10.6% |
| 3M | -15.8% | -9.6% | -6.2% | -10.4% |
| 6M | +7.0% | -2.3% | +9.2% | +6.7% |
| YTD | -20.7% | -19.3% | -1.4% | -11.2% |
| 1Y | -8.5% | -13.2% | +4.7% | -2.9% |
| 3Y | +101.8% | +33.8% | +68.0% | +41.9% |
| 5Y | -9.6% | 0.0% | -9.6% | -25.3% |
| All | -5.2% | +135.4% | -140.6% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling