+14.7%
BLK vs RSG
+0.4%
+14.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.7% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -6.5% | +4.0% | -10.5% | -5.8% |
| 3M | +6.7% | +7.4% | -0.6% | +8.5% |
| 6M | +14.7% | +0.1% | +14.6% | +13.3% |
| All | +14.7% | +0.4% | +14.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 6mo: compounded portfolio wealth divided by compounded RSG 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…
6mo analysis · Full analysis span regression · 6 months rolling