+13,071.1%
BLK vs RRC
+1,331.0%
+11,740.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -3.1% | +9.4% | -12.5% | -4.5% |
| 3M | +10.7% | +7.4% | +3.3% | +9.2% |
| 6M | +15.9% | +1.5% | +14.4% | +15.0% |
| YTD | +4.0% | +19.4% | -15.4% | +0.4% |
| 1Y | +1.3% | +24.2% | -23.0% | -3.2% |
| 3Y | +69.6% | +32.8% | +36.8% | +58.3% |
| 5Y | +33.8% | +152.9% | -119.1% | +8.5% |
| 10Y | +276.2% | +3.9% | +272.3% | +207.1% |
| All | +13,071.1% | +1,331.0% | +11,740.1% | +9,426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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