+14,645.6%
BLK vs RF
+194.5%
+14,451.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +13.1% | +4.6% | +8.5% | +11.5% |
| 3M | +7.3% | -8.4% | +15.7% | +10.6% |
| 6M | +14.6% | +8.9% | +5.8% | +11.4% |
| YTD | +16.5% | +8.8% | +7.6% | +13.0% |
| 1Y | +15.4% | +18.9% | -3.5% | +8.7% |
| 3Y | +97.2% | +116.0% | -18.8% | +50.8% |
| 5Y | +43.4% | +46.0% | -2.7% | +23.1% |
| 10Y | +322.5% | +231.7% | +90.7% | +163.8% |
| All | +14,645.6% | +194.5% | +14,451.1% | +7,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling