+284.2%
BLK vs DOC
-2.1%
+286.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -3.6% | -1.5% | -2.1% | -3.1% |
| 30D | -1.0% | -4.8% | +3.8% | +0.8% |
| 3M | +10.4% | +6.9% | +3.5% | +7.1% |
| 6M | +8.2% | +20.7% | -12.6% | -0.7% |
| YTD | +6.0% | +34.1% | -28.1% | -6.9% |
| 1Y | +3.3% | +22.6% | -19.3% | -6.2% |
| 3Y | +70.3% | +20.8% | +49.4% | +53.0% |
| 5Y | +34.5% | -24.9% | +59.4% | +44.0% |
| All | +284.2% | -2.1% | +286.3% | +277.7% |
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