+65.9%
BLK vs DVA
+89.6%
-23.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | +6.7% | -10.9% | +17.7% | +7.4% |
| 6M | +14.7% | +17.3% | -2.5% | +12.3% |
| YTD | +2.5% | +59.8% | -57.3% | -3.4% |
| 1Y | -2.8% | +36.3% | -39.0% | -6.2% |
| 3Y | +65.9% | +88.6% | -22.7% | +54.0% |
| All | +65.9% | +89.6% | -23.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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