+18.0%
BLK vs DG
+45.3%
-27.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.5% | -3.1% | +4.3% |
| 7D | +5.7% | +12.3% | -6.5% | +4.2% |
| 30D | +14.8% | +19.3% | -4.5% | +12.4% |
| 3M | +8.8% | +11.9% | -3.1% | +7.1% |
| 6M | +17.6% | +25.0% | -7.4% | +14.5% |
| YTD | +16.3% | +8.7% | +7.5% | +14.9% |
| 1Y | +18.0% | +44.7% | -26.7% | +12.5% |
| All | +18.0% | +45.3% | -27.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling