+30.9%
BLK vs ROL
-4.5%
+35.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -3.2% | -2.0% | -4.2% |
| 30D | -7.0% | -6.6% | -0.4% | -5.1% |
| 3M | +5.7% | -27.3% | +33.0% | +16.4% |
| 6M | +11.0% | -38.1% | +49.1% | +28.8% |
| YTD | +0.9% | -41.8% | +42.7% | +18.9% |
| 1Y | -1.6% | -37.8% | +36.2% | +13.0% |
| 3Y | +64.5% | -0.3% | +64.8% | +57.1% |
| 5Y | +30.9% | -5.1% | +35.9% | +18.5% |
| All | +30.9% | -4.5% | +35.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling