+629.3%
ON vs BLK
+283.5%
+345.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.0% |
| 7D | +2.4% | -3.3% | +5.7% | +5.7% |
| 30D | -8.6% | -6.5% | -2.1% | -3.0% |
| 3M | -34.3% | +6.7% | -41.1% | -38.8% |
| 6M | +28.5% | +14.7% | +13.8% | +11.6% |
| YTD | +40.6% | +2.5% | +38.1% | +34.5% |
| 1Y | +55.3% | -2.8% | +58.1% | +56.2% |
| 3Y | -22.2% | +65.9% | -88.0% | -53.0% |
| 5Y | +62.4% | +33.0% | +29.4% | +20.7% |
| All | +629.3% | +283.5% | +345.8% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling