-70.3%
NKE vs DASH
+8.4%
-78.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -2.3% | -12.8% | +10.5% | +0.1% |
| 30D | -10.4% | -6.0% | -4.4% | -9.4% |
| 3M | -15.5% | +26.7% | -42.2% | -19.3% |
| 6M | -32.6% | +11.7% | -44.3% | -34.4% |
| YTD | -39.8% | -12.9% | -26.9% | -39.0% |
| 1Y | -47.6% | -23.1% | -24.5% | -46.0% |
| 3Y | -59.0% | +140.0% | -199.0% | -66.4% |
| 5Y | -74.9% | -5.1% | -69.9% | -79.7% |
| All | -70.3% | +8.4% | -78.7% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling