+12,882.1%
BLK vs RSG
+4,869.0%
+8,013.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -6.5% | +4.0% | -10.5% | -8.0% |
| 3M | +6.7% | +7.4% | -0.6% | +3.2% |
| 6M | +14.7% | +0.1% | +14.6% | +13.8% |
| YTD | +2.5% | +6.0% | -3.5% | -0.9% |
| 1Y | -2.8% | -3.0% | +0.2% | -2.6% |
| 3Y | +65.9% | +56.5% | +9.4% | +34.2% |
| 5Y | +33.0% | +90.9% | -58.0% | -1.5% |
| 10Y | +281.2% | +428.7% | -147.5% | +92.6% |
| All | +12,882.1% | +4,869.0% | +8,013.0% | +4,752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling