+275.1%
BLK vs DTE
+137.8%
+137.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | -3.3% | -2.6% | -0.7% | -2.0% |
| 30D | -6.5% | -4.4% | -2.1% | -4.4% |
| 3M | +6.7% | -8.3% | +15.1% | +11.1% |
| 6M | +14.7% | -8.1% | +22.8% | +18.9% |
| YTD | +2.5% | +4.4% | -1.9% | -1.0% |
| 1Y | -2.8% | +0.2% | -2.9% | -4.0% |
| 3Y | +65.9% | +42.6% | +23.2% | +33.4% |
| 5Y | +33.0% | +31.5% | +1.5% | +11.0% |
| All | +275.1% | +137.8% | +137.3% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling