+118.9%
NOK vs PATH
-80.0%
+198.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +11.0% | +0.7% | +10.3% | +10.9% |
| 30D | -16.0% | -1.1% | -14.9% | -15.9% |
| 3M | -19.8% | -14.2% | -5.6% | -18.9% |
| 6M | -37.1% | +30.9% | -68.0% | -40.0% |
| YTD | +28.0% | -20.1% | +48.0% | +29.1% |
| 1Y | +17.9% | -8.1% | +26.0% | +16.0% |
| 3Y | +152.7% | -24.3% | +177.0% | +142.0% |
| 5Y | +62.3% | -75.6% | +137.9% | +59.8% |
| All | +118.9% | -80.0% | +198.9% | +115.8% |
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