-4.3%
BLK vs COO
-19.9%
+15.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +3.2% |
| 7D | -5.2% | -23.3% | +18.1% | +2.4% |
| 30D | -7.0% | -29.5% | +22.4% | +3.2% |
| 3M | +5.7% | -20.0% | +25.6% | +12.2% |
| 6M | +11.0% | -27.2% | +38.2% | +23.5% |
| YTD | +0.9% | -33.9% | +34.8% | +16.7% |
| All | -4.3% | -19.9% | +15.6% | +6.4% |
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