+275.1%
BLK vs RVTY
+145.6%
+129.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.4% |
| 7D | -3.3% | -4.5% | +1.2% | -1.4% |
| 30D | -6.5% | +5.5% | -12.0% | -8.9% |
| 3M | +6.7% | +22.5% | -15.8% | -3.1% |
| 6M | +14.7% | +38.9% | -24.2% | -2.3% |
| YTD | +2.5% | +28.7% | -26.2% | -10.0% |
| 1Y | -2.8% | +45.5% | -48.3% | -19.8% |
| 3Y | +65.9% | +16.4% | +49.5% | +44.4% |
| 5Y | +33.0% | -32.7% | +65.7% | +48.2% |
| All | +275.1% | +145.6% | +129.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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