+30.9%
BLK vs ROIV
+310.6%
-279.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -5.2% | +19.0% | -24.2% | -7.0% |
| 30D | -7.0% | +16.1% | -23.2% | -8.6% |
| 3M | +5.7% | +44.1% | -38.4% | +1.4% |
| 6M | +11.0% | +37.8% | -26.8% | +6.9% |
| YTD | +0.9% | +88.7% | -87.8% | -6.2% |
| 1Y | -1.6% | +197.3% | -198.9% | -12.9% |
| 3Y | +64.5% | +224.9% | -160.5% | +42.3% |
| 5Y | +30.9% | +311.0% | -280.2% | -0.8% |
| All | +30.9% | +310.6% | -279.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling