+275.1%
BLK vs RL
+311.3%
-36.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.3% | -3.4% | +0.1% | -2.1% |
| 30D | -6.5% | -14.4% | +7.9% | -1.4% |
| 3M | +6.7% | -13.6% | +20.3% | +11.9% |
| 6M | +14.7% | +0.6% | +14.2% | +13.2% |
| YTD | +2.5% | -3.6% | +6.1% | +2.6% |
| 1Y | -2.8% | +8.3% | -11.1% | -6.9% |
| 3Y | +65.9% | +204.8% | -138.9% | +6.5% |
| 5Y | +33.0% | +232.9% | -200.0% | -19.7% |
| All | +275.1% | +311.3% | -36.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling