+18.0%
BLK vs RNG
+179.4%
-161.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.4% |
| 7D | +5.7% | -9.6% | +15.3% | +6.0% |
| 30D | +14.8% | -1.4% | +16.2% | +14.8% |
| 3M | +8.8% | +28.8% | -20.0% | +8.0% |
| 6M | +17.6% | +65.6% | -48.0% | +16.3% |
| YTD | +16.3% | +171.4% | -155.1% | +10.0% |
| 1Y | +18.0% | +185.3% | -167.3% | +8.8% |
| All | +18.0% | +179.4% | -161.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling