+12,674.7%
BLK vs DE
+5,869.5%
+6,805.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -2.4% | -2.8% | -4.2% |
| 30D | -7.0% | +9.7% | -16.8% | -11.2% |
| 3M | +5.7% | +21.4% | -15.7% | -3.9% |
| 6M | +11.0% | +15.0% | -4.0% | +2.8% |
| YTD | +0.9% | +46.4% | -45.5% | -17.1% |
| 1Y | -1.6% | +45.6% | -47.2% | -19.2% |
| 3Y | +64.5% | +76.8% | -12.3% | +21.3% |
| 5Y | +30.9% | +99.4% | -68.6% | -11.7% |
| 10Y | +275.1% | +864.6% | -589.4% | +19.3% |
| All | +12,674.7% | +5,869.5% | +6,805.2% | +2,387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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