+12,790.5%
BLK vs DD
+332.5%
+12,458.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | -2.7% | -3.8% | +1.1% | -1.0% |
| 30D | -4.8% | -9.2% | +4.5% | -0.7% |
| 3M | +6.5% | -9.0% | +15.5% | +10.7% |
| 6M | +13.1% | -5.0% | +18.1% | +14.9% |
| YTD | +1.8% | +7.4% | -5.6% | -2.3% |
| 1Y | -1.0% | +35.1% | -36.1% | -14.5% |
| 3Y | +66.0% | +43.2% | +22.7% | +36.5% |
| 5Y | +31.2% | +59.6% | -28.4% | +2.1% |
| 10Y | +278.5% | +66.5% | +212.0% | +172.6% |
| All | +12,790.5% | +332.5% | +12,458.0% | +5,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling