+86.7%
NOK vs PATH
-76.4%
+163.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -16.6% | +19.3% | +4.8% |
| 7D | -1.8% | -16.3% | +14.5% | +0.2% |
| 30D | +4.7% | +9.9% | -5.2% | +2.8% |
| 3M | -39.7% | +30.2% | -69.8% | -42.2% |
| 6M | +23.1% | +37.2% | -14.2% | +16.1% |
| YTD | +55.0% | -7.3% | +62.3% | +54.1% |
| 1Y | +118.0% | +40.0% | +78.0% | +99.0% |
| 3Y | +170.5% | -4.4% | +174.9% | +148.6% |
| All | +86.7% | -76.4% | +163.1% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling