+33.0%
BLK vs RBA
+39.4%
-6.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -6.5% | -2.9% | -3.6% | -5.8% |
| 3M | +6.7% | -20.9% | +27.7% | +13.3% |
| 6M | +14.7% | -17.7% | +32.4% | +20.1% |
| YTD | +2.5% | -18.2% | +20.7% | +7.1% |
| 1Y | -2.8% | -29.1% | +26.3% | +6.1% |
| 3Y | +65.9% | +29.5% | +36.3% | +51.3% |
| All | +33.0% | +39.4% | -6.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling