+448.5%
BLK vs RNG
+301.7%
+146.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | -6.1% | +2.8% | -2.2% |
| 30D | -6.5% | +9.6% | -16.1% | -8.1% |
| 3M | +6.7% | +83.3% | -76.6% | -5.2% |
| 6M | +14.7% | +77.9% | -63.2% | +1.1% |
| YTD | +2.5% | +139.9% | -137.4% | -16.2% |
| 1Y | -2.8% | +121.7% | -124.4% | -19.7% |
| 3Y | +65.9% | +121.9% | -56.0% | +31.7% |
| 5Y | +33.0% | -68.4% | +101.3% | +39.9% |
| 10Y | +281.2% | +220.0% | +61.2% | +137.6% |
| All | +448.5% | +301.7% | +146.8% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling