+998.8%
BLK vs BR
+1,278.7%
-279.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.3% | -3.0% | -0.3% | -1.4% |
| 30D | -6.5% | -0.3% | -6.2% | -6.5% |
| 3M | +6.7% | +17.3% | -10.5% | -4.7% |
| 6M | +14.7% | -6.7% | +21.4% | +17.6% |
| YTD | +2.5% | -23.4% | +26.0% | +18.6% |
| 1Y | -2.8% | -32.7% | +29.9% | +22.3% |
| 3Y | +65.9% | -5.9% | +71.8% | +64.4% |
| 5Y | +33.0% | +8.4% | +24.5% | +17.6% |
| 10Y | +281.2% | +189.2% | +92.0% | +65.2% |
| All | +998.8% | +1,278.7% | -279.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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