+119.6%
BLK vs RVMD
+620.8%
-501.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -5.2% | -3.6% | -1.6% | -4.7% |
| 30D | -7.0% | -1.1% | -6.0% | -7.0% |
| 3M | +5.7% | +41.0% | -35.4% | +0.4% |
| 6M | +11.0% | +105.7% | -94.7% | -1.4% |
| YTD | +0.9% | +155.3% | -154.4% | -14.2% |
| 1Y | -1.6% | +402.7% | -404.3% | -25.2% |
| 3Y | +64.5% | +533.1% | -468.6% | +15.7% |
| 5Y | +30.9% | +583.5% | -552.7% | -15.2% |
| All | +119.6% | +620.8% | -501.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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