+81.6%
BLK vs COMP
-53.0%
+134.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.7% |
| 7D | +5.2% | +7.2% | -2.0% | +4.1% |
| 30D | +12.9% | +6.4% | +6.5% | +11.6% |
| 3M | +8.6% | -19.4% | +28.0% | +11.4% |
| 6M | +13.9% | +14.6% | -0.7% | +10.5% |
| YTD | +16.1% | -5.5% | +21.5% | +14.3% |
| 1Y | +15.3% | +13.7% | +1.6% | +10.6% |
| 3Y | +96.5% | +409.7% | -313.2% | +45.7% |
| 5Y | +43.8% | -17.0% | +60.9% | +20.3% |
| All | +81.6% | -53.0% | +134.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling