+33.0%
BLK vs ONTO
+261.1%
-228.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.7% |
| 7D | -3.3% | +4.9% | -8.2% | -4.3% |
| 30D | -6.5% | -16.6% | +10.1% | -3.6% |
| 3M | +6.7% | -7.3% | +14.1% | +5.4% |
| 6M | +14.7% | +45.9% | -31.2% | +1.1% |
| YTD | +2.5% | +78.2% | -75.6% | -14.0% |
| 1Y | -2.8% | +159.8% | -162.6% | -25.9% |
| 3Y | +65.9% | +123.4% | -57.6% | +14.5% |
| All | +33.0% | +261.1% | -228.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling