-2.8%
BLK vs ROIV
+195.2%
-197.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -3.3% | +16.9% | -20.2% | -4.3% |
| 30D | -6.5% | +12.9% | -19.4% | -7.3% |
| 3M | +6.7% | +37.3% | -30.6% | +3.6% |
| 6M | +14.7% | +38.0% | -23.3% | +10.6% |
| YTD | +2.5% | +88.1% | -85.6% | -2.4% |
| 1Y | -2.8% | +183.3% | -186.0% | -12.6% |
| All | -2.8% | +195.2% | -197.9% | -12.6% |
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