+269.1%
BLK vs RBA
+195.3%
+73.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -5.2% | -3.3% | -1.9% | -4.1% |
| 30D | -7.0% | -9.8% | +2.7% | -3.8% |
| 3M | +5.7% | -23.5% | +29.1% | +14.7% |
| 6M | +11.0% | -21.5% | +32.5% | +19.3% |
| YTD | +0.9% | -21.2% | +22.1% | +7.7% |
| 1Y | -1.6% | -30.2% | +28.6% | +9.6% |
| 3Y | +64.5% | +25.3% | +39.1% | +46.8% |
| 5Y | +30.9% | +35.1% | -4.3% | +9.8% |
| All | +269.1% | +195.3% | +73.8% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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