+177.8%
BLK vs ONTO
+695.7%
-517.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.0% |
| 7D | -2.4% | +9.7% | -12.1% | -4.6% |
| 30D | -3.1% | -8.8% | +5.7% | -1.7% |
| 3M | +10.7% | +4.5% | +6.2% | +5.3% |
| 6M | +15.9% | +56.4% | -40.5% | -2.3% |
| YTD | +4.0% | +78.1% | -74.1% | -15.7% |
| 1Y | +1.3% | +171.3% | -170.0% | -27.7% |
| 3Y | +69.6% | +118.7% | -49.1% | +12.1% |
| 5Y | +33.8% | +269.4% | -235.6% | -32.0% |
| All | +177.8% | +695.7% | -517.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling