+116.3%
NOK vs PATH
-80.2%
+196.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +6.9% | +6.8% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -21.0% | -3.7% | -17.3% | -20.7% |
| 3M | -12.6% | -13.8% | +1.1% | -11.8% |
| 6M | -36.2% | +20.3% | -56.5% | -38.5% |
| YTD | +26.4% | -20.8% | +47.2% | +27.6% |
| 1Y | +19.6% | -9.2% | +28.8% | +17.8% |
| 3Y | +152.6% | -21.8% | +174.3% | +140.3% |
| 5Y | +57.3% | -77.4% | +134.7% | +55.2% |
| All | +116.3% | -80.2% | +196.5% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling