+30.9%
BLK vs DAR
-6.7%
+37.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -7.0% | +6.4% | -13.5% | -8.6% |
| 3M | +5.7% | +13.2% | -7.6% | +2.1% |
| 6M | +11.0% | +26.2% | -15.2% | +4.0% |
| YTD | +0.9% | +84.4% | -83.5% | -14.1% |
| 1Y | -1.6% | +112.0% | -113.7% | -19.6% |
| 3Y | +64.5% | +13.4% | +51.1% | +54.7% |
| 5Y | +30.9% | -6.0% | +36.9% | +25.7% |
| All | +30.9% | -6.7% | +37.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling