+2,329.0%
BLK vs DLR
+3,609.2%
-1,280.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | +2.9% | -5.6% | -4.0% |
| 30D | -4.8% | -1.2% | -3.6% | -4.4% |
| 3M | +6.5% | +2.9% | +3.6% | +4.1% |
| 6M | +13.2% | +6.7% | +6.5% | +8.6% |
| YTD | +1.8% | +23.9% | -22.1% | -9.4% |
| 1Y | -1.0% | +18.6% | -19.6% | -10.4% |
| 3Y | +66.0% | +59.7% | +6.3% | +25.4% |
| 5Y | +31.2% | +42.1% | -10.8% | +2.3% |
| 10Y | +278.5% | +176.7% | +101.8% | +95.6% |
| All | +2,329.0% | +3,609.2% | -1,280.2% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling