-37.1%
DOW vs BLK
+32.0%
-69.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.8% |
| 7D | -1.4% | -3.3% | +1.9% | +0.1% |
| 30D | -3.9% | -6.5% | +2.6% | -1.2% |
| 3M | -12.7% | +6.7% | -19.4% | -16.3% |
| 6M | -13.7% | +14.7% | -28.4% | -21.7% |
| YTD | +28.4% | +2.5% | +25.9% | +23.3% |
| 1Y | +21.8% | -2.8% | +24.5% | +20.6% |
| 3Y | -35.7% | +65.9% | -101.6% | -52.8% |
| All | -37.1% | +32.0% | -69.2% | -48.4% |
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