+33.0%
BLK vs RDW
-9.1%
+42.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | -6.5% | -21.3% | +14.8% | -4.7% |
| 3M | +6.7% | -37.9% | +44.6% | +10.2% |
| 6M | +14.7% | +12.3% | +2.5% | +10.1% |
| YTD | +2.5% | +39.7% | -37.2% | -5.1% |
| 1Y | -2.8% | +25.7% | -28.5% | -10.3% |
| 3Y | +65.9% | +230.8% | -165.0% | +28.2% |
| All | +33.0% | -9.1% | +42.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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