+275.1%
BLK vs RRX
+228.4%
+46.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -6.5% | -6.1% | -0.4% | -4.3% |
| 3M | +6.7% | -23.1% | +29.8% | +16.3% |
| 6M | +14.7% | -19.5% | +34.3% | +20.4% |
| YTD | +2.5% | +16.1% | -13.5% | -9.6% |
| 1Y | -2.8% | +12.9% | -15.7% | -14.1% |
| 3Y | +65.9% | +7.9% | +57.9% | +39.7% |
| 5Y | +33.0% | +19.1% | +13.9% | +2.0% |
| All | +275.1% | +228.4% | +46.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling