+182.9%
BLK vs DT
+98.4%
+84.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | -4.8% | +0.1% | -4.8% | -4.9% |
| 3M | +6.5% | +24.1% | -17.6% | -0.1% |
| 6M | +13.2% | +30.1% | -17.0% | +3.6% |
| YTD | +1.8% | +16.8% | -14.9% | -4.4% |
| 1Y | -1.0% | -0.1% | -0.9% | -3.1% |
| 3Y | +66.0% | +6.8% | +59.1% | +56.3% |
| 5Y | +31.2% | -28.4% | +59.6% | +30.5% |
| All | +182.9% | +98.4% | +84.5% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling