+2,392.2%
O vs BLK
+13,188.7%
-10,796.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.4% |
| 30D | -2.0% | -3.1% | +1.2% | -0.8% |
| 3M | +3.0% | +10.7% | -7.7% | -1.6% |
| 6M | -3.6% | +15.9% | -19.5% | -10.1% |
| YTD | +12.1% | +4.0% | +8.0% | +8.6% |
| 1Y | +8.9% | +1.3% | +7.6% | +6.3% |
| 3Y | +30.3% | +69.6% | -39.2% | +1.1% |
| 5Y | +13.7% | +33.8% | -20.1% | -5.5% |
| 10Y | +50.3% | +276.2% | -225.9% | -21.6% |
| All | +2,392.2% | +13,188.7% | -10,796.5% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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