+318.3%
BLK vs D
+48.0%
+270.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.7% | -1.4% | +5.1% | +4.3% |
| 30D | +13.9% | +7.7% | +6.1% | +10.3% |
| 3M | +3.9% | -0.3% | +4.2% | +3.9% |
| 6M | +13.0% | +10.1% | +2.9% | +7.9% |
| YTD | +16.1% | +19.1% | -2.9% | +6.8% |
| 1Y | +16.8% | +15.9% | +0.9% | +8.5% |
| 3Y | +97.7% | +75.0% | +22.7% | +48.9% |
| 5Y | +42.1% | +13.4% | +28.7% | +30.6% |
| All | +318.3% | +48.0% | +270.3% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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