+44.8%
BLK vs RF
+47.5%
-2.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +3.7% | +1.9% | +1.8% | +2.7% |
| 30D | +13.9% | +7.3% | +6.6% | +9.9% |
| 3M | +3.9% | -7.9% | +11.8% | +8.4% |
| 6M | +13.0% | +10.5% | +2.5% | +7.2% |
| YTD | +16.1% | +9.6% | +6.5% | +10.2% |
| 1Y | +16.8% | +20.3% | -3.5% | +5.7% |
| 3Y | +97.7% | +119.5% | -21.9% | +29.2% |
| All | +44.8% | +47.5% | -2.6% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling