+130.6%
NOK vs CAPR
-77.7%
+208.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.1% |
| 7D | +9.3% | -12.6% | +22.0% | +9.5% |
| 30D | +17.9% | +124.4% | -106.6% | +16.4% |
| 3M | -22.3% | -66.8% | +44.5% | -21.9% |
| 6M | +36.4% | -71.8% | +108.2% | +37.3% |
| YTD | +66.3% | -70.1% | +136.4% | +67.2% |
| 1Y | +134.4% | +33.3% | +101.1% | +124.3% |
| 3Y | +186.6% | +36.7% | +149.9% | +167.6% |
| 5Y | +102.7% | +72.5% | +30.2% | +86.3% |
| All | +130.6% | -77.7% | +208.4% | +103.6% |
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