+68.7%
BLK vs RF
+92.1%
-23.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -2.9% | +2.7% | -5.6% | -4.2% |
| 30D | -3.6% | -3.4% | -0.3% | -2.0% |
| 3M | +10.1% | +6.4% | +3.8% | +6.6% |
| 6M | +15.3% | +13.4% | +1.9% | +8.0% |
| YTD | +3.5% | +14.2% | -10.8% | -3.7% |
| 1Y | +0.7% | +15.7% | -15.0% | -7.0% |
| 3Y | +68.7% | +91.3% | -22.6% | +21.4% |
| All | +68.7% | +92.1% | -23.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling