+3.3%
BLK vs ROIV
+177.7%
-174.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | -3.6% | +0.6% | -4.3% | -3.7% |
| 30D | -1.0% | +1.0% | -1.9% | -1.1% |
| 3M | +10.4% | +18.3% | -7.9% | +8.0% |
| 6M | +8.2% | +18.3% | -10.2% | +5.3% |
| YTD | +6.0% | +61.0% | -54.9% | +1.7% |
| 1Y | +3.3% | +177.9% | -174.5% | -8.9% |
| All | +3.3% | +177.7% | -174.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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