+1.2%
BLK vs COMP
+14.0%
-12.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | -2.4% | +4.1% | -6.5% | -3.1% |
| 30D | -3.1% | -14.5% | +11.4% | -0.6% |
| 3M | +10.7% | +41.8% | -31.1% | +4.1% |
| 6M | +15.9% | +23.6% | -7.7% | +10.0% |
| YTD | +4.0% | +1.7% | +2.3% | +1.3% |
| All | +1.2% | +14.0% | -12.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling