-31.7%
NKE vs DASH
-16.7%
-15.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.1% | +3.9% |
| 7D | +9.0% | +17.2% | -8.2% | +6.3% |
| 30D | +19.2% | +3.6% | +15.7% | +18.3% |
| 3M | -1.5% | -1.9% | +0.4% | -1.6% |
| 6M | -4.2% | +15.1% | -19.3% | -7.1% |
| YTD | -34.8% | -12.3% | -22.5% | -37.3% |
| 1Y | -31.7% | -17.2% | -14.5% | -34.4% |
| All | -31.7% | -16.7% | -15.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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