+132.5%
NOK vs CAPR
-59.1%
+191.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.5% | -24.2% | +2.0% |
| 7D | +2.2% | +25.8% | -23.6% | +1.8% |
| 30D | -14.7% | +50.2% | -64.9% | -15.3% |
| 3M | -10.6% | +185.5% | -196.1% | -12.1% |
| 6M | -39.4% | -64.8% | +25.5% | -39.2% |
| YTD | +30.4% | -61.1% | +91.6% | +30.5% |
| 1Y | +22.3% | +81.0% | -58.6% | +16.6% |
| 3Y | +157.6% | +300.7% | -143.1% | +136.3% |
| 5Y | +64.6% | +223.3% | -158.8% | +49.9% |
| 10Y | +132.5% | -58.8% | +191.2% | +103.5% |
| All | +132.5% | -59.1% | +191.5% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling