+127.6%
NOK vs CAPR
-78.6%
+206.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.3% |
| 7D | +8.7% | -10.6% | +19.3% | +8.8% |
| 30D | +12.5% | +111.2% | -98.7% | +11.2% |
| 3M | -20.7% | -67.2% | +46.5% | -20.3% |
| 6M | +36.2% | -75.1% | +111.3% | +37.3% |
| YTD | +64.1% | -71.2% | +135.4% | +65.1% |
| 1Y | +132.4% | +31.1% | +101.3% | +122.4% |
| 3Y | +182.9% | +31.3% | +151.5% | +164.2% |
| 5Y | +102.8% | +69.4% | +33.4% | +86.5% |
| All | +127.6% | -78.6% | +206.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling