-37.8%
U vs BLK
+125.1%
-162.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +1.9% |
| 7D | +4.4% | -2.7% | +7.0% | +7.5% |
| 30D | -1.3% | -4.8% | +3.5% | +4.2% |
| 3M | +49.6% | +6.5% | +43.1% | +37.2% |
| 6M | +100.2% | +13.1% | +87.0% | +67.2% |
| YTD | -3.7% | +1.8% | -5.5% | -8.4% |
| 1Y | -6.5% | -1.0% | -5.5% | -8.6% |
| 3Y | +12.9% | +66.0% | -53.1% | -42.4% |
| 5Y | -68.3% | +31.2% | -99.5% | -80.5% |
| All | -37.8% | +125.1% | -162.9% | -71.7% |
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