+13,071.1%
BLK vs BP
+187.0%
+12,884.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.9% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -3.1% | +9.1% | -12.2% | -6.7% |
| 3M | +10.7% | +3.9% | +6.8% | +8.0% |
| 6M | +15.9% | +13.6% | +2.3% | +7.8% |
| YTD | +4.0% | +34.0% | -30.0% | -10.3% |
| 1Y | +1.3% | +39.2% | -37.9% | -14.4% |
| 3Y | +69.6% | +36.4% | +33.2% | +41.1% |
| 5Y | +33.8% | +135.8% | -102.0% | -15.1% |
| 10Y | +276.2% | +125.0% | +151.1% | +124.5% |
| All | +13,071.1% | +187.0% | +12,884.1% | +6,565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling