-31.5%
NOK vs CAPR
-99.0%
+67.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.8% | -1.7% |
| 7D | +11.0% | +19.1% | -8.1% | +10.6% |
| 30D | -16.0% | +48.8% | -64.9% | -16.7% |
| 3M | -19.8% | +144.4% | -164.2% | -21.4% |
| 6M | -37.1% | -67.5% | +30.4% | -36.8% |
| YTD | +28.0% | -64.5% | +92.5% | +28.2% |
| 1Y | +17.9% | +74.4% | -56.5% | +10.4% |
| 3Y | +152.7% | +265.7% | -113.0% | +126.7% |
| 5Y | +62.3% | +196.0% | -133.7% | +44.4% |
| 10Y | +128.1% | -62.4% | +190.4% | +91.7% |
| All | -31.5% | -99.0% | +67.5% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling