+30.9%
BLK vs REPL
-58.5%
+89.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.8% |
| 7D | -5.2% | -13.4% | +8.2% | -5.0% |
| 30D | -7.0% | -3.0% | -4.0% | -7.0% |
| 3M | +5.7% | +56.3% | -50.7% | +4.2% |
| 6M | +11.0% | +60.9% | -49.9% | +7.2% |
| YTD | +0.9% | +36.2% | -35.3% | -2.3% |
| 1Y | -1.6% | +121.0% | -122.6% | -7.6% |
| 3Y | +64.5% | -32.8% | +97.3% | +54.5% |
| 5Y | +30.9% | -58.7% | +89.5% | +19.6% |
| All | +30.9% | -58.5% | +89.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling