+97.7%
BLK vs REPL
+97.7%
-0.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +13.9% | +92.2% | -78.3% | +13.7% |
| 3M | +3.9% | +44.1% | -40.2% | +3.8% |
| 6M | +13.0% | +313.0% | -300.0% | +12.4% |
| YTD | +16.1% | +125.2% | -109.1% | +15.5% |
| 1Y | +16.8% | +143.8% | -127.0% | +16.0% |
| 3Y | +97.7% | +104.2% | -6.5% | +88.7% |
| All | +97.7% | +97.7% | -0.1% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling