+65.9%
BLK vs DD
+41.1%
+24.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.3% | -3.5% | +0.2% | -1.9% |
| 30D | -6.5% | -11.7% | +5.1% | -1.7% |
| 3M | +6.7% | -9.2% | +16.0% | +10.9% |
| 6M | +14.7% | -7.2% | +21.9% | +17.6% |
| YTD | +2.5% | +6.6% | -4.1% | -1.0% |
| 1Y | -2.8% | +32.0% | -34.8% | -14.5% |
| 3Y | +65.9% | +42.1% | +23.7% | +36.8% |
| All | +65.9% | +41.1% | +24.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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