+13,325.9%
BLK vs DOC
+798.9%
+12,527.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -1.0% | -4.8% | +3.8% | +1.2% |
| 3M | +10.4% | +6.9% | +3.5% | +6.3% |
| 6M | +8.2% | +20.7% | -12.6% | -2.7% |
| YTD | +6.0% | +34.1% | -28.1% | -9.6% |
| 1Y | +3.3% | +22.6% | -19.3% | -8.4% |
| 3Y | +70.3% | +20.8% | +49.4% | +48.9% |
| 5Y | +34.5% | -24.9% | +59.4% | +46.9% |
| 10Y | +281.9% | -1.8% | +283.7% | +232.5% |
| All | +13,325.9% | +798.9% | +12,527.1% | +5,057.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling