+321.5%
BLK vs DOC
+15.7%
+305.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +2.7% | +6.5% | -3.7% | +0.3% |
| 30D | +10.2% | +9.2% | +1.1% | +6.4% |
| 3M | +4.9% | -2.5% | +7.4% | +5.7% |
| 6M | +11.0% | +7.1% | +3.9% | +7.4% |
| YTD | +11.9% | +33.0% | -21.0% | -1.6% |
| 1Y | +12.6% | +23.3% | -10.7% | +1.9% |
| 3Y | +92.9% | +44.9% | +48.0% | +61.1% |
| 5Y | +39.3% | -21.6% | +61.0% | +46.9% |
| All | +321.5% | +15.7% | +305.8% | +294.3% |
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