+65.9%
BLK vs RNG
+119.8%
-53.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -3.3% | -6.1% | +2.8% | -2.6% |
| 30D | -6.5% | +9.6% | -16.1% | -7.5% |
| 3M | +6.7% | +83.3% | -76.6% | -0.9% |
| 6M | +14.7% | +77.9% | -63.2% | +5.8% |
| YTD | +2.5% | +139.9% | -137.4% | -11.0% |
| 1Y | -2.8% | +121.7% | -124.4% | -14.7% |
| 3Y | +65.9% | +121.9% | -56.0% | +38.0% |
| All | +65.9% | +119.8% | -53.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling