+34.0%
BLK vs ONON
-22.6%
+56.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -6.5% | -11.6% | +5.1% | -4.3% |
| 3M | +6.7% | -30.1% | +36.8% | +13.5% |
| 6M | +14.7% | -30.5% | +45.2% | +21.6% |
| YTD | +2.5% | -41.0% | +43.6% | +12.2% |
| 1Y | -2.8% | -36.7% | +33.9% | +4.4% |
| 3Y | +65.9% | -8.6% | +74.5% | +60.3% |
| All | +34.0% | -22.6% | +56.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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