+323.1%
BLK vs RUN
-32.6%
+355.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.4% | -1.6% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -4.8% | -10.8% | +6.1% | -3.7% |
| 3M | +6.5% | -30.2% | +36.6% | +10.1% |
| 6M | +13.2% | -22.3% | +35.5% | +15.0% |
| YTD | +1.8% | -52.2% | +54.0% | +7.7% |
| 1Y | -1.0% | -45.1% | +44.1% | +2.3% |
| 3Y | +66.0% | -37.1% | +103.1% | +47.2% |
| 5Y | +31.2% | -80.3% | +111.5% | +26.9% |
| 10Y | +278.5% | +45.2% | +233.3% | +178.5% |
| All | +323.1% | -32.6% | +355.7% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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