-67.3%
NKE vs PATH
-80.2%
+12.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| YTD | -37.8% | -20.7% | -17.1% | -37.0% |
| 1Y | -35.6% | -8.1% | -27.5% | -36.9% |
| 3Y | -61.4% | -21.8% | -39.6% | -63.5% |
| 5Y | -76.2% | -76.8% | +0.7% | -76.0% |
| All | -67.3% | -80.2% | +12.8% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling