+195.8%
ON vs BLK
+7,447.3%
-7,251.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.3% |
| 7D | -1.9% | -2.7% | +0.8% | -0.1% |
| 30D | -11.0% | -4.8% | -6.3% | -8.3% |
| 3M | -39.3% | +6.5% | -45.8% | -42.1% |
| 6M | +19.8% | +13.2% | +6.7% | +9.9% |
| YTD | +31.1% | +1.8% | +29.3% | +28.3% |
| 1Y | +46.0% | -1.0% | +47.0% | +45.7% |
| 3Y | -27.5% | +66.0% | -93.5% | -47.7% |
| 5Y | +56.9% | +31.2% | +25.7% | +33.8% |
| 10Y | +591.8% | +278.5% | +313.3% | +223.4% |
| All | +195.8% | +7,447.3% | -7,251.5% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling