-39.4%
NOK vs CAPR
-63.0%
+23.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.5% | -24.2% | +1.9% |
| 7D | +2.2% | +25.8% | -23.6% | +1.8% |
| 30D | -14.7% | +50.2% | -64.9% | -15.1% |
| 3M | -10.6% | +185.5% | -196.1% | -10.9% |
| 6M | -39.4% | -64.8% | +25.5% | -37.1% |
| All | -39.4% | -63.0% | +23.6% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling