-2.8%
BLK vs ROP
-23.7%
+21.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -4.6% | +1.3% | -2.7% |
| 30D | -6.5% | -1.7% | -4.8% | -6.3% |
| 3M | +6.7% | +17.1% | -10.3% | +4.8% |
| 6M | +14.7% | +10.9% | +3.9% | +13.6% |
| YTD | +2.5% | -12.1% | +14.6% | +5.1% |
| 1Y | -2.8% | -24.2% | +21.5% | +1.4% |
| All | -2.8% | -23.7% | +21.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling