+13,325.9%
BLK vs COO
+1,768.4%
+11,557.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.9% |
| 30D | -1.0% | -7.0% | +6.0% | +1.3% |
| 3M | +10.4% | +12.2% | -1.8% | +5.8% |
| 6M | +8.2% | -15.1% | +23.3% | +13.6% |
| YTD | +6.0% | -15.1% | +21.1% | +11.4% |
| 1Y | +3.3% | +2.3% | +1.0% | +1.8% |
| 3Y | +70.3% | -23.7% | +93.9% | +80.6% |
| 5Y | +34.5% | -38.9% | +73.4% | +51.9% |
| 10Y | +281.9% | +49.9% | +232.0% | +229.9% |
| All | +13,325.9% | +1,768.4% | +11,557.5% | +7,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling