-1.9%
NOK vs BLK
+12,788.7%
-12,790.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +8.7% | -5.2% | +13.9% | +11.1% |
| 30D | +12.5% | -7.0% | +19.5% | +16.0% |
| 3M | -20.7% | +5.7% | -26.4% | -23.0% |
| 6M | +36.2% | +11.0% | +25.1% | +29.2% |
| YTD | +64.1% | +0.9% | +63.3% | +61.6% |
| 1Y | +132.4% | -1.6% | +134.0% | +130.8% |
| 3Y | +182.9% | +64.5% | +118.4% | +122.5% |
| 5Y | +102.8% | +30.9% | +71.9% | +74.0% |
| 10Y | +126.8% | +275.1% | -148.3% | +18.6% |
| All | -1.9% | +12,788.7% | -12,790.7% | -82.1% |
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