+275.1%
BLK vs DRI
+353.8%
-78.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | -6.5% | -7.8% | +1.3% | -3.9% |
| 3M | +6.7% | +0.4% | +6.4% | +6.3% |
| 6M | +14.7% | +4.8% | +9.9% | +12.2% |
| YTD | +2.5% | +16.7% | -14.2% | -3.7% |
| 1Y | -2.8% | +1.5% | -4.2% | -4.4% |
| 3Y | +65.9% | +56.3% | +9.6% | +37.9% |
| 5Y | +33.0% | +66.4% | -33.5% | +6.8% |
| All | +275.1% | +353.8% | -78.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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