+13,071.1%
BLK vs RVTY
+723.8%
+12,347.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -3.1% | +10.8% | -13.9% | -6.5% |
| 3M | +10.7% | +26.8% | -16.1% | +1.7% |
| 6M | +15.9% | +39.3% | -23.4% | +2.8% |
| YTD | +4.0% | +31.6% | -27.6% | -6.2% |
| 1Y | +1.3% | +47.7% | -46.4% | -12.5% |
| 3Y | +69.6% | +19.9% | +49.6% | +52.5% |
| 5Y | +33.8% | -32.3% | +66.1% | +43.0% |
| 10Y | +276.2% | +138.4% | +137.7% | +167.7% |
| All | +13,071.1% | +723.8% | +12,347.4% | +6,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling