+13,003.9%
BLK vs RL
+2,514.3%
+10,489.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | -3.6% | -12.2% | +8.6% | +1.0% |
| 3M | +10.1% | -6.6% | +16.8% | +12.4% |
| 6M | +15.3% | +3.2% | +12.1% | +12.7% |
| YTD | +3.5% | -1.3% | +4.8% | +2.7% |
| 1Y | +0.7% | +13.6% | -12.9% | -5.3% |
| 3Y | +68.7% | +210.9% | -142.2% | +5.8% |
| 5Y | +33.1% | +246.9% | -213.8% | -22.1% |
| 10Y | +274.2% | +310.1% | -35.9% | +86.1% |
| All | +13,003.9% | +2,514.3% | +10,489.5% | +3,569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling