+13,071.1%
BLK vs ROP
+2,379.8%
+10,691.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.4% |
| 7D | -2.4% | -5.4% | +3.0% | +0.5% |
| 30D | -3.1% | -1.6% | -1.5% | -2.4% |
| 3M | +10.7% | +18.8% | -8.2% | -0.1% |
| 6M | +15.9% | +8.2% | +7.7% | +9.2% |
| YTD | +4.0% | -10.5% | +14.5% | +7.8% |
| 1Y | +1.3% | -23.7% | +25.0% | +14.1% |
| 3Y | +69.6% | -17.9% | +87.4% | +82.7% |
| 5Y | +33.8% | -15.3% | +49.1% | +41.9% |
| 10Y | +276.2% | +133.4% | +142.8% | +136.7% |
| All | +13,071.1% | +2,379.8% | +10,691.3% | +3,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling