+33.0%
BLK vs ROK
+47.1%
-14.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.9% |
| 7D | -3.3% | -1.2% | -2.1% | -2.8% |
| 30D | -6.5% | -4.8% | -1.7% | -4.6% |
| 3M | +6.7% | -6.1% | +12.8% | +8.9% |
| 6M | +14.7% | +15.5% | -0.7% | +6.0% |
| YTD | +2.5% | +11.2% | -8.6% | -3.9% |
| 1Y | -2.8% | +23.8% | -26.6% | -13.5% |
| 3Y | +65.9% | +53.1% | +12.7% | +28.1% |
| All | +33.0% | +47.1% | -14.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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