-74.1%
NKE vs PATH
-76.4%
+2.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.7% | +1.9% |
| 7D | -2.0% | -16.3% | +14.3% | +0.7% |
| 30D | -8.6% | +9.9% | -18.5% | -10.6% |
| 3M | -11.0% | +30.2% | -41.2% | -15.9% |
| 6M | -33.2% | +37.2% | -70.4% | -37.9% |
| YTD | -38.1% | -7.3% | -30.8% | -38.7% |
| 1Y | -47.4% | +40.0% | -87.4% | -53.0% |
| 3Y | -59.8% | -4.4% | -55.4% | -63.7% |
| All | -74.1% | -76.4% | +2.3% | -73.5% |
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