+307.9%
BLK vs QSR
+205.8%
+102.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.3% | -4.0% | +0.7% | -1.7% |
| 30D | -6.5% | +2.8% | -9.3% | -7.6% |
| 3M | +6.7% | +5.1% | +1.7% | +4.2% |
| 6M | +14.7% | +8.8% | +5.9% | +10.1% |
| YTD | +2.5% | +14.8% | -12.3% | -4.1% |
| 1Y | -2.8% | +25.7% | -28.5% | -12.6% |
| 3Y | +65.9% | +27.5% | +38.3% | +45.8% |
| 5Y | +33.0% | +41.3% | -8.3% | +11.2% |
| 10Y | +281.2% | +133.8% | +147.4% | +147.7% |
| All | +307.9% | +205.8% | +102.2% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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