+183.7%
NOK vs CAPR
+42.0%
+141.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.2% |
| 7D | +7.3% | -9.5% | +16.7% | +7.3% |
| 30D | +13.8% | +121.5% | -107.7% | +13.2% |
| 3M | -27.0% | -65.4% | +38.4% | -26.8% |
| 6M | +37.6% | -67.5% | +105.1% | +37.9% |
| YTD | +64.6% | -68.6% | +133.2% | +64.9% |
| 1Y | +132.0% | +42.7% | +89.3% | +127.7% |
| 3Y | +183.7% | +43.4% | +140.3% | +169.1% |
| All | +183.7% | +42.0% | +141.7% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling