+44.8%
BLK vs BP
+113.6%
-68.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +3.7% | +3.8% | -0.1% | +3.0% |
| 30D | +13.9% | -5.3% | +19.2% | +15.0% |
| 3M | +3.9% | +9.3% | -5.3% | +1.4% |
| 6M | +13.0% | +7.2% | +5.8% | +10.2% |
| YTD | +16.1% | +38.0% | -21.9% | +4.1% |
| 1Y | +16.8% | +33.2% | -16.4% | +5.7% |
| 3Y | +97.7% | +50.3% | +47.4% | +68.9% |
| All | +44.8% | +113.6% | -68.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling