-37.3%
NKE vs PATH
-6.5%
-30.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -5.4% | -2.7% | -2.6% | -5.1% |
| 30D | +8.4% | -1.4% | +9.8% | +8.5% |
| 3M | -6.3% | -16.4% | +10.1% | -5.3% |
| 6M | -7.8% | +23.3% | -31.1% | -10.1% |
| YTD | -38.3% | -19.8% | -18.4% | -39.9% |
| 1Y | -37.3% | -8.6% | -28.8% | -39.2% |
| All | -37.3% | -6.5% | -30.8% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling