+275.1%
BLK vs ROP
+135.6%
+139.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -4.6% | +1.3% | -0.3% |
| 30D | -6.5% | -1.7% | -4.8% | -5.6% |
| 3M | +6.7% | +17.1% | -10.3% | -5.2% |
| 6M | +14.7% | +10.9% | +3.9% | +4.8% |
| YTD | +2.5% | -12.1% | +14.6% | +9.2% |
| 1Y | -2.8% | -24.2% | +21.5% | +14.9% |
| 3Y | +65.9% | -20.4% | +86.2% | +86.2% |
| 5Y | +33.0% | -15.4% | +48.4% | +41.1% |
| All | +275.1% | +135.6% | +139.4% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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