+269.1%
BLK vs COO
+17.5%
+251.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +6.0% |
| 7D | -5.2% | -23.3% | +18.1% | +6.7% |
| 30D | -7.0% | -29.5% | +22.4% | +8.8% |
| 3M | +5.7% | -20.0% | +25.6% | +15.9% |
| 6M | +11.0% | -27.2% | +38.2% | +27.1% |
| YTD | +0.9% | -33.9% | +34.8% | +21.2% |
| 1Y | -1.6% | -19.9% | +18.3% | +6.9% |
| 3Y | +64.5% | -38.1% | +102.6% | +94.5% |
| 5Y | +30.9% | -52.0% | +82.8% | +72.8% |
| All | +269.1% | +17.5% | +251.5% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling