+38.4%
BLK vs DOC
-22.1%
+60.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -0.5% | +6.2% | -6.7% | -3.0% |
| 30D | +8.5% | +6.5% | +2.0% | +5.5% |
| 3M | +3.8% | -6.2% | +10.0% | +6.5% |
| 6M | +12.8% | +25.6% | -12.8% | +0.3% |
| YTD | +11.2% | +32.1% | -20.9% | -4.0% |
| 1Y | +11.4% | +20.3% | -8.9% | +0.5% |
| 3Y | +90.2% | +42.7% | +47.5% | +52.2% |
| 5Y | +38.4% | -22.2% | +60.5% | +54.1% |
| All | +38.4% | -22.1% | +60.4% | +54.1% |
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