+36.3%
BLK vs DOC
-24.5%
+60.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -1.0% | -4.8% | +3.8% | +1.0% |
| 3M | +10.4% | +6.9% | +3.5% | +6.6% |
| 6M | +8.2% | +20.7% | -12.6% | -1.8% |
| YTD | +6.0% | +34.1% | -28.1% | -8.8% |
| 1Y | +3.3% | +22.6% | -19.3% | -7.6% |
| 3Y | +70.3% | +20.8% | +49.4% | +51.0% |
| All | +36.3% | -24.5% | +60.8% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling