+31.2%
BLK vs D
+5.1%
+26.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | -4.8% | -2.1% | -2.7% | -4.1% |
| 3M | +6.5% | -0.7% | +7.2% | +6.6% |
| 6M | +13.2% | +5.6% | +7.6% | +10.8% |
| YTD | +1.8% | +14.6% | -12.8% | -3.2% |
| 1Y | -1.0% | +15.3% | -16.3% | -6.3% |
| 3Y | +66.0% | +59.1% | +6.8% | +36.9% |
| 5Y | +31.2% | +3.9% | +27.3% | +28.7% |
| All | +31.2% | +5.1% | +26.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling