+12,674.7%
BLK vs ROST
+11,434.8%
+1,239.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -2.5% | -2.7% | -4.3% |
| 30D | -7.0% | -10.3% | +3.2% | -3.6% |
| 3M | +5.7% | -2.6% | +8.2% | +6.4% |
| 6M | +11.0% | +6.5% | +4.5% | +8.2% |
| YTD | +0.9% | +25.9% | -25.0% | -7.3% |
| 1Y | -1.6% | +52.3% | -54.0% | -15.5% |
| 3Y | +64.5% | +94.6% | -30.1% | +28.7% |
| 5Y | +30.9% | +111.1% | -80.3% | -2.8% |
| 10Y | +275.1% | +308.9% | -33.8% | +118.5% |
| All | +12,674.7% | +11,434.8% | +1,239.9% | +3,537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling