+13,071.1%
BLK vs DRI
+3,330.5%
+9,740.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +10.7% | +9.5% | +1.2% | +6.7% |
| 6M | +15.9% | +6.5% | +9.4% | +12.6% |
| YTD | +4.0% | +18.4% | -14.4% | -2.9% |
| 1Y | +1.3% | +4.2% | -3.0% | -1.4% |
| 3Y | +69.6% | +57.1% | +12.5% | +40.2% |
| 5Y | +33.8% | +70.4% | -36.6% | +6.2% |
| 10Y | +276.2% | +354.0% | -77.9% | +88.1% |
| All | +13,071.1% | +3,330.5% | +9,740.6% | +3,961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling