+247.6%
DIA vs BLK
+283.5%
-35.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.2% |
| 7D | -1.6% | -3.3% | +1.8% | +0.1% |
| 30D | -2.0% | -6.5% | +4.5% | +1.2% |
| 3M | +3.6% | +6.7% | -3.1% | -0.2% |
| 6M | +11.5% | +14.7% | -3.2% | +3.3% |
| YTD | +10.4% | +2.5% | +7.8% | +7.5% |
| 1Y | +15.6% | -2.8% | +18.3% | +15.3% |
| 3Y | +58.9% | +65.9% | -7.0% | +18.4% |
| 5Y | +65.3% | +33.0% | +32.4% | +34.9% |
| All | +247.6% | +283.5% | -35.9% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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