+118.0%
NOK vs BLK
+3.3%
+114.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -1.8% | -3.6% | +1.9% | -0.7% |
| 30D | +4.7% | -1.0% | +5.7% | +5.0% |
| 3M | -39.7% | +10.4% | -50.0% | -41.2% |
| 6M | +23.1% | +8.2% | +14.9% | +19.5% |
| YTD | +55.0% | +6.0% | +49.0% | +50.3% |
| 1Y | +118.0% | +3.3% | +114.7% | +111.6% |
| All | +118.0% | +3.3% | +114.7% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling