+21.3%
NOK vs PATH
-10.3%
+31.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.6% |
| 7D | -10.4% | -4.8% | -5.6% | -10.5% |
| 30D | -19.0% | +2.7% | -21.7% | -19.0% |
| 3M | -16.7% | -4.2% | -12.5% | -17.1% |
| 6M | -37.1% | +24.7% | -61.9% | -37.3% |
| YTD | +27.7% | -17.6% | +45.2% | +30.2% |
| 1Y | +21.3% | -5.3% | +26.6% | +20.5% |
| All | +21.3% | -10.3% | +31.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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