+41.4%
BLK vs ROIV
+413.4%
-372.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.3% |
| 7D | +3.9% | +9.2% | -5.3% | +2.9% |
| 30D | +14.1% | +19.9% | -5.8% | +11.9% |
| 3M | +5.3% | +10.6% | -5.3% | +3.8% |
| 6M | +12.6% | +36.1% | -23.5% | +8.1% |
| YTD | +15.5% | +84.3% | -68.8% | +7.0% |
| 1Y | +13.6% | +87.6% | -74.0% | +4.9% |
| 3Y | +95.6% | +353.9% | -258.3% | +63.3% |
| 5Y | +41.4% | +376.1% | -334.7% | +4.9% |
| All | +41.4% | +413.4% | -372.0% | +4.9% |
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 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