+12,790.5%
BLK vs RIG
-80.1%
+12,870.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -2.0% |
| 7D | -2.7% | -8.2% | +5.5% | -1.5% |
| 30D | -4.8% | -0.2% | -4.6% | -4.9% |
| 3M | +6.5% | -2.7% | +9.2% | +6.4% |
| 6M | +13.1% | -7.5% | +20.6% | +13.2% |
| YTD | +1.8% | +38.3% | -36.5% | -4.6% |
| 1Y | -1.0% | +81.8% | -82.8% | -11.6% |
| 3Y | +66.0% | -30.2% | +96.2% | +64.7% |
| 5Y | +31.2% | +59.9% | -28.7% | +7.4% |
| 10Y | +278.5% | -41.9% | +320.4% | +179.2% |
| All | +12,790.5% | -80.1% | +12,870.6% | +11,999.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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