+12,882.1%
BLK vs DTE
+1,224.0%
+11,658.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | +14.7% | -8.1% | +22.8% | +19.0% |
| YTD | +2.5% | +4.4% | -1.9% | -0.8% |
| 1Y | -2.8% | +0.2% | -2.9% | -3.9% |
| 3Y | +65.9% | +42.6% | +23.2% | +34.5% |
| 5Y | +33.0% | +31.5% | +1.5% | +11.7% |
| 10Y | +281.2% | +138.2% | +143.0% | +126.1% |
| All | +12,882.1% | +1,224.0% | +11,658.1% | +3,963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling