+97.7%
BLK vs COO
-24.0%
+121.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.7% | +0.5% | +3.3% | +3.6% |
| 30D | +13.9% | +14.2% | -0.3% | +9.4% |
| 3M | +3.9% | -18.2% | +22.1% | +10.3% |
| 6M | +13.0% | +5.3% | +7.6% | +9.7% |
| YTD | +16.1% | -23.6% | +39.7% | +26.1% |
| 1Y | +16.8% | -12.7% | +29.5% | +21.4% |
| 3Y | +97.7% | -24.2% | +121.9% | +105.7% |
| All | +97.7% | -24.0% | +121.7% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling