+57.3%
DIA vs BLK
+63.3%
-6.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.0% | -5.2% | +2.2% | -1.0% |
| 30D | -3.0% | -7.0% | +4.1% | -0.2% |
| 3M | +4.5% | +5.7% | -1.2% | +1.9% |
| 6M | +9.8% | +11.0% | -1.2% | +4.5% |
| YTD | +9.3% | +0.9% | +8.4% | +7.8% |
| 1Y | +16.0% | -1.6% | +17.6% | +15.2% |
| All | +57.3% | +63.3% | -6.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling