+134.4%
NOK vs CAPR
+35.4%
+99.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.0% |
| 7D | +9.3% | -12.6% | +22.0% | +9.4% |
| 30D | +17.9% | +124.4% | -106.6% | +17.7% |
| 3M | -22.3% | -66.8% | +44.5% | -22.2% |
| 6M | +36.4% | -71.8% | +108.2% | +36.5% |
| YTD | +66.3% | -70.1% | +136.4% | +66.4% |
| 1Y | +134.4% | +33.3% | +101.1% | +137.3% |
| All | +134.4% | +35.4% | +99.0% | +137.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling