+18.0%
BLK vs REPL
+125.1%
-107.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | +5.7% | +28.8% | -23.1% | +6.0% |
| 30D | +14.8% | +57.3% | -42.5% | +15.3% |
| 3M | +8.8% | +73.6% | -64.8% | +9.5% |
| 6M | +17.6% | +582.8% | -565.2% | +21.2% |
| YTD | +16.3% | +112.9% | -96.6% | +15.0% |
| 1Y | +18.0% | +130.7% | -112.7% | +14.0% |
| All | +18.0% | +125.1% | -107.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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