+606.8%
BLK vs DG
+560.3%
+46.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.4% | -1.6% |
| 7D | -2.7% | -4.8% | +2.2% | -1.6% |
| 30D | -4.8% | +1.8% | -6.5% | -5.2% |
| 3M | +6.5% | +14.5% | -8.0% | +2.9% |
| 6M | +13.2% | -13.6% | +26.7% | +16.1% |
| YTD | +1.8% | -4.8% | +6.6% | +2.0% |
| 1Y | -1.0% | +21.6% | -22.5% | -6.8% |
| 3Y | +66.0% | +4.5% | +61.5% | +54.5% |
| 5Y | +31.2% | -38.5% | +69.7% | +40.7% |
| 10Y | +278.5% | +102.2% | +176.3% | +188.4% |
| All | +606.8% | +560.3% | +46.5% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling