+11.4%
BLK vs BP
+32.5%
-21.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.7% |
| 7D | -0.5% | -11.2% | +10.7% | -2.5% |
| 30D | +8.5% | -0.7% | +9.1% | +8.3% |
| 3M | +3.8% | +9.8% | -6.0% | +5.5% |
| 6M | +12.8% | -1.6% | +14.4% | +12.8% |
| YTD | +11.2% | +33.5% | -22.3% | +8.6% |
| 1Y | +11.4% | +31.7% | -20.4% | +7.6% |
| All | +11.4% | +32.5% | -21.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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