+51.9%
DOW vs BLK
+17.9%
+34.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.7% | -2.3% |
| 7D | -4.2% | +5.7% | -9.9% | -3.2% |
| 30D | +14.7% | +14.8% | -0.1% | +17.3% |
| 3M | +9.1% | +8.8% | +0.3% | +10.9% |
| 6M | -17.7% | +17.6% | -35.3% | -15.5% |
| YTD | +44.6% | +16.3% | +28.3% | +50.6% |
| 1Y | +51.9% | +18.0% | +33.9% | +56.9% |
| All | +51.9% | +17.9% | +34.0% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling