-2.8%
BLK vs DRI
+2.4%
-5.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.5% |
| 30D | -6.5% | -7.8% | +1.3% | -4.7% |
| 3M | +6.7% | +0.4% | +6.4% | +6.2% |
| 6M | +14.7% | +4.8% | +9.9% | +12.3% |
| YTD | +2.5% | +16.7% | -14.2% | -2.2% |
| 1Y | -2.8% | +1.5% | -4.2% | -7.8% |
| All | -2.8% | +2.4% | -5.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling