+18.0%
BLK vs DAR
+63.3%
-45.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.3% |
| 7D | +5.7% | -5.7% | +11.4% | +5.5% |
| 30D | +14.8% | -16.6% | +31.4% | +14.3% |
| 3M | +8.8% | -13.1% | +21.8% | +7.9% |
| 6M | +17.6% | -18.8% | +36.4% | +17.3% |
| YTD | +16.3% | +45.3% | -29.0% | +1.3% |
| 1Y | +18.0% | +60.6% | -42.6% | +0.1% |
| All | +18.0% | +63.3% | -45.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling