-75.4%
NKE vs PATH
-76.8%
+1.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -0.2% | -5.3% | +5.1% | +0.7% |
| 30D | +12.3% | -0.5% | +12.8% | +12.3% |
| 3M | -7.1% | -7.1% | 0.0% | -6.8% |
| 6M | -10.3% | +23.8% | -34.1% | -14.9% |
| YTD | -37.8% | -20.7% | -17.1% | -36.9% |
| 1Y | -35.6% | -8.1% | -27.5% | -37.0% |
| 3Y | -61.4% | -21.8% | -39.6% | -63.8% |
| All | -75.4% | -76.8% | +1.4% | -74.7% |
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 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