+316.8%
BLK vs DOC
+20.3%
+296.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +5.2% | +4.3% | +0.9% | +3.6% |
| 30D | +12.9% | +9.2% | +3.8% | +9.0% |
| 3M | +8.6% | -0.8% | +9.4% | +8.7% |
| 6M | +13.9% | +7.1% | +6.8% | +10.2% |
| YTD | +16.1% | +34.0% | -17.9% | +1.6% |
| 1Y | +15.3% | +23.2% | -7.9% | +4.3% |
| 3Y | +96.5% | +53.6% | +42.9% | +60.1% |
| 5Y | +43.8% | -20.4% | +64.3% | +50.9% |
| 10Y | +316.8% | +23.4% | +293.4% | +289.9% |
| All | +316.8% | +20.3% | +296.5% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling