+64.1%
DIA vs BLK
+32.0%
+32.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.3% |
| 7D | -1.6% | -3.3% | +1.8% | -0.2% |
| 30D | -2.0% | -6.5% | +4.5% | +0.7% |
| 3M | +3.6% | +6.7% | -3.1% | +0.4% |
| 6M | +11.5% | +14.7% | -3.2% | +4.5% |
| YTD | +10.4% | +2.5% | +7.8% | +8.0% |
| 1Y | +15.6% | -2.8% | +18.3% | +15.5% |
| 3Y | +58.9% | +65.9% | -7.0% | +23.9% |
| All | +64.1% | +32.0% | +32.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling