+102.6%
NOK vs PATH
-80.2%
+182.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -10.5% | -5.3% | -5.2% | -9.9% |
| 30D | -27.9% | -0.5% | -27.3% | -27.8% |
| 3M | -18.8% | -7.1% | -11.6% | -18.8% |
| 6M | -41.9% | +23.8% | -65.7% | -44.2% |
| YTD | +18.4% | -20.7% | +39.1% | +19.5% |
| 1Y | +10.9% | -8.1% | +18.9% | +9.0% |
| 3Y | +137.9% | -21.8% | +159.7% | +126.4% |
| 5Y | +47.8% | -76.8% | +124.6% | +45.8% |
| All | +102.6% | -80.2% | +182.7% | +99.8% |
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