-10.2%
DOW vs BLK
+194.1%
-204.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -2.4% | -5.2% | +2.8% | +0.8% |
| 30D | -4.1% | -7.0% | +3.0% | -0.1% |
| 3M | -12.4% | +5.7% | -18.1% | -16.6% |
| 6M | -10.6% | +11.0% | -21.6% | -19.1% |
| YTD | +31.1% | +0.9% | +30.2% | +25.4% |
| 1Y | +30.5% | -1.6% | +32.1% | +26.9% |
| 3Y | -34.4% | +64.5% | -98.9% | -55.5% |
| 5Y | -35.5% | +30.9% | -66.3% | -50.0% |
| All | -10.2% | +194.1% | -204.3% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling