+131.7%
NOK vs PATH
-24.3%
+156.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.7% | -6.0% | -9.5% |
| 7D | -19.9% | -5.6% | -14.3% | -19.6% |
| 30D | -32.0% | -0.7% | -31.3% | -32.0% |
| 3M | -22.1% | -5.9% | -16.3% | -22.3% |
| 6M | -44.4% | +21.6% | -66.0% | -45.5% |
| YTD | +15.3% | -20.6% | +35.9% | +16.3% |
| 1Y | +8.9% | -10.6% | +19.5% | +8.5% |
| All | +131.7% | -24.3% | +156.0% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling