+275.1%
BLK vs ROL
+211.6%
+63.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -3.3% | -3.2% | -0.2% | -2.0% |
| 30D | -6.5% | -4.9% | -1.6% | -4.6% |
| 3M | +6.7% | -25.8% | +32.6% | +20.4% |
| 6M | +14.7% | -37.6% | +52.3% | +39.2% |
| YTD | +2.5% | -41.5% | +44.0% | +27.2% |
| 1Y | -2.8% | -39.5% | +36.7% | +18.4% |
| 3Y | +65.9% | +0.1% | +65.7% | +56.7% |
| 5Y | +33.0% | -4.6% | +37.6% | +24.9% |
| All | +275.1% | +211.6% | +63.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling