+269.1%
BLK vs D
+38.3%
+230.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -7.0% | -3.5% | -3.5% | -5.7% |
| 3M | +5.7% | -1.6% | +7.2% | +6.2% |
| 6M | +11.0% | +5.8% | +5.2% | +7.8% |
| YTD | +0.9% | +14.5% | -13.6% | -5.4% |
| 1Y | -1.6% | +14.2% | -15.8% | -7.9% |
| 3Y | +64.5% | +59.0% | +5.5% | +29.6% |
| 5Y | +30.9% | +5.4% | +25.5% | +24.3% |
| All | +269.1% | +38.3% | +230.8% | +232.9% |
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