+63.2%
BLK vs RL
+199.8%
-136.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.2% | -2.2% | -3.0% | -4.5% |
| 30D | -7.0% | -15.3% | +8.3% | -2.2% |
| 3M | +5.7% | -10.3% | +16.0% | +8.9% |
| 6M | +11.0% | -2.2% | +13.2% | +10.6% |
| YTD | +0.9% | -4.3% | +5.2% | +1.2% |
| 1Y | -1.6% | +8.9% | -10.5% | -5.3% |
| All | +63.2% | +199.8% | -136.6% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling