+65.9%
BLK vs DT
+7.2%
+58.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | -6.5% | +3.0% | -9.6% | -7.2% |
| 3M | +6.7% | +26.5% | -19.8% | +1.2% |
| 6M | +14.7% | +35.9% | -21.2% | +5.9% |
| YTD | +2.5% | +17.8% | -15.3% | -2.0% |
| 1Y | -2.8% | +4.1% | -6.8% | -3.9% |
| 3Y | +65.9% | +5.3% | +60.6% | +55.9% |
| All | +65.9% | +7.2% | +58.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling