+12,882.1%
BLK vs OMC
+272.5%
+12,609.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -3.3% | -4.4% | +1.1% | -1.3% |
| 30D | -6.5% | -7.6% | +1.1% | -3.1% |
| 3M | +6.7% | +4.5% | +2.2% | +4.0% |
| 6M | +14.7% | -0.3% | +15.0% | +13.9% |
| YTD | +2.5% | -0.1% | +2.6% | +0.3% |
| 1Y | -2.8% | +4.6% | -7.4% | -7.6% |
| 3Y | +65.9% | +10.5% | +55.4% | +50.6% |
| 5Y | +33.0% | +31.7% | +1.3% | +8.8% |
| 10Y | +281.2% | +33.5% | +247.7% | +194.3% |
| All | +12,882.1% | +272.5% | +12,609.6% | +5,959.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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