+13,325.9%
BLK vs D
+801.6%
+12,524.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.6% | +1.5% | -5.1% | -4.3% |
| 30D | -1.0% | -2.6% | +1.6% | +0.2% |
| 3M | +10.4% | 0.0% | +10.4% | +10.2% |
| 6M | +8.2% | +7.4% | +0.8% | +4.0% |
| YTD | +6.0% | +15.9% | -9.8% | -1.8% |
| 1Y | +3.3% | +18.1% | -14.8% | -5.5% |
| 3Y | +70.3% | +58.4% | +11.9% | +32.0% |
| 5Y | +34.5% | +5.2% | +29.3% | +25.6% |
| 10Y | +281.9% | +35.9% | +246.1% | +203.8% |
| All | +13,325.9% | +801.6% | +12,524.3% | +5,681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling