+33.0%
BLK vs DLR
+43.3%
-10.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -6.5% | -4.3% | -2.2% | -4.9% |
| 3M | +6.7% | +3.8% | +2.9% | +4.4% |
| 6M | +14.7% | +5.8% | +8.9% | +11.3% |
| YTD | +2.5% | +23.5% | -21.0% | -7.0% |
| 1Y | -2.8% | +11.1% | -13.9% | -8.0% |
| 3Y | +65.9% | +57.9% | +8.0% | +29.7% |
| All | +33.0% | +43.3% | -10.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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