+33.0%
BLK vs DG
-37.9%
+70.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -3.3% | -6.5% | +3.2% | -2.6% |
| 30D | -6.5% | +4.2% | -10.7% | -7.0% |
| 3M | +6.7% | +9.5% | -2.8% | +5.5% |
| 6M | +14.7% | -13.1% | +27.9% | +16.2% |
| YTD | +2.5% | -4.8% | +7.4% | +2.7% |
| 1Y | -2.8% | +20.6% | -23.4% | -5.4% |
| 3Y | +65.9% | +4.9% | +60.9% | +61.5% |
| All | +33.0% | -37.9% | +70.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling