-67.3%
NKE vs PATH
-80.4%
+13.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.8% |
| 7D | +0.5% | -2.3% | +2.8% | +0.9% |
| 30D | +11.4% | -4.8% | +16.2% | +12.2% |
| 3M | -7.2% | -17.7% | +10.5% | -4.9% |
| 6M | -10.7% | +18.9% | -29.6% | -14.4% |
| YTD | -37.7% | -21.7% | -16.0% | -36.7% |
| 1Y | -34.3% | -9.6% | -24.7% | -35.4% |
| 3Y | -60.9% | -25.8% | -35.1% | -62.7% |
| 5Y | -74.8% | -77.1% | +2.3% | -74.6% |
| All | -67.3% | -80.4% | +13.2% | -66.8% |
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