+30.9%
BLK vs DRI
+63.5%
-32.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -3.3% |
| 30D | -7.0% | -5.2% | -1.9% | -5.3% |
| 3M | +5.7% | +2.7% | +2.9% | +4.0% |
| 6M | +11.0% | +3.6% | +7.4% | +8.6% |
| YTD | +0.9% | +15.4% | -14.5% | -5.9% |
| 1Y | -1.6% | +1.3% | -2.9% | -3.5% |
| 3Y | +64.5% | +53.1% | +11.4% | +31.3% |
| 5Y | +30.9% | +64.6% | -33.7% | -3.0% |
| All | +30.9% | +63.5% | -32.6% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling