+11.4%
BLK vs COO
-7.8%
+19.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.0% |
| 7D | -0.5% | +5.3% | -5.7% | -1.9% |
| 30D | +8.5% | +12.5% | -4.1% | +4.7% |
| 3M | +3.8% | -15.1% | +18.9% | +9.9% |
| 6M | +12.8% | +3.7% | +9.1% | +9.3% |
| YTD | +11.2% | -22.5% | +33.7% | +27.6% |
| 1Y | +11.4% | -7.8% | +19.2% | +18.3% |
| All | +11.4% | -7.8% | +19.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling