+64.7%
BLK vs DAR
+9.6%
+55.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.8% | +7.4% | -12.2% | -5.9% |
| 3M | +6.5% | +15.7% | -9.2% | +3.8% |
| 6M | +13.2% | +30.0% | -16.9% | +7.7% |
| YTD | +1.8% | +87.5% | -85.7% | -9.2% |
| 1Y | -1.0% | +113.4% | -114.3% | -14.1% |
| All | +64.7% | +9.6% | +55.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling