+14,604.7%
BLK vs RL
+2,816.8%
+11,787.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +3.7% | +2.6% | +1.1% | +2.7% |
| 30D | +13.9% | +2.9% | +10.9% | +12.7% |
| 3M | +3.9% | 0.0% | +3.9% | +3.8% |
| 6M | +13.0% | +17.1% | -4.1% | +5.7% |
| YTD | +16.1% | +10.1% | +6.0% | +10.6% |
| 1Y | +16.8% | +17.3% | -0.5% | +8.6% |
| 3Y | +97.7% | +249.3% | -151.7% | +18.8% |
| 5Y | +42.1% | +240.9% | -198.8% | -15.9% |
| 10Y | +321.3% | +337.3% | -16.0% | +104.7% |
| All | +14,604.7% | +2,816.8% | +11,787.9% | +3,853.1% |
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