-1.0%
BLK vs RF
+15.2%
-16.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | -4.8% | -4.0% | -0.7% | -2.7% |
| 3M | +6.5% | +5.6% | +0.9% | +3.2% |
| 6M | +13.2% | +13.1% | +0.1% | +5.2% |
| YTD | +1.8% | +13.6% | -11.8% | -6.1% |
| 1Y | -1.0% | +16.0% | -16.9% | -11.9% |
| All | -1.0% | +15.2% | -16.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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