+65.9%
BLK vs ROST
+98.0%
-32.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.7% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -6.5% | -6.9% | +0.4% | -3.9% |
| 3M | +6.7% | -3.3% | +10.1% | +7.9% |
| 6M | +14.7% | +9.0% | +5.7% | +10.3% |
| YTD | +2.5% | +28.9% | -26.3% | -8.1% |
| 1Y | -2.8% | +54.0% | -56.8% | -19.2% |
| 3Y | +65.9% | +100.7% | -34.9% | +21.2% |
| All | +65.9% | +98.0% | -32.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling