-30.3%
NOK vs BX
+873.6%
-903.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.2% |
| 7D | +9.3% | -5.7% | +15.0% | +11.3% |
| 30D | +17.9% | -8.9% | +26.7% | +21.2% |
| 3M | -22.3% | +8.4% | -30.7% | -24.8% |
| 6M | +36.4% | +18.9% | +17.4% | +26.9% |
| YTD | +66.3% | -13.6% | +79.9% | +70.7% |
| 1Y | +134.4% | -22.4% | +156.9% | +147.7% |
| 3Y | +186.6% | +26.0% | +160.6% | +148.0% |
| 5Y | +102.7% | +18.8% | +83.9% | +71.4% |
| 10Y | +129.8% | +668.7% | -538.9% | +0.4% |
| All | -30.3% | +873.6% | -903.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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