-2.8%
BLK vs REPL
+119.0%
-121.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.6% |
| 7D | -3.3% | -14.1% | +10.8% | -3.4% |
| 30D | -6.5% | -15.2% | +8.7% | -6.6% |
| 3M | +6.7% | +49.9% | -43.1% | +7.5% |
| 6M | +14.7% | +63.5% | -48.8% | +15.4% |
| YTD | +2.5% | +32.9% | -30.4% | +3.3% |
| 1Y | -2.8% | +115.0% | -117.7% | -1.9% |
| All | -2.8% | +119.0% | -121.8% | -1.9% |
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