-44.4%
NOK vs PATH
+19.6%
-64.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.7% | -6.0% | -9.8% |
| 7D | -19.9% | -5.6% | -14.3% | -20.0% |
| 30D | -32.0% | -0.7% | -31.3% | -31.9% |
| 3M | -22.1% | -5.9% | -16.3% | -23.6% |
| 6M | -44.4% | +21.6% | -66.0% | -44.7% |
| All | -44.4% | +19.6% | -64.0% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling