+13,071.1%
BLK vs ROL
+5,483.4%
+7,587.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -0.9% |
| 30D | -3.1% | -6.9% | +3.8% | -0.1% |
| 3M | +10.7% | -24.6% | +35.3% | +24.1% |
| 6M | +15.9% | -39.5% | +55.4% | +42.6% |
| YTD | +4.0% | -41.1% | +45.1% | +28.9% |
| 1Y | +1.3% | -37.9% | +39.2% | +22.1% |
| 3Y | +69.6% | +0.8% | +68.8% | +62.3% |
| 5Y | +33.8% | -4.7% | +38.5% | +28.4% |
| 10Y | +276.2% | +207.9% | +68.3% | +109.6% |
| All | +13,071.1% | +5,483.4% | +7,587.7% | +2,996.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling