-70.0%
NKE vs DASH
-5.2%
-64.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -4.6% | -4.1% | -0.5% | -3.8% |
| 30D | +6.9% | -10.6% | +17.5% | +8.9% |
| 3M | -5.8% | -18.8% | +13.0% | -2.5% |
| 6M | -9.1% | +11.2% | -20.3% | -11.5% |
| YTD | -39.2% | -23.8% | -15.4% | -37.0% |
| 1Y | -39.2% | -12.2% | -27.1% | -38.8% |
| 3Y | -61.8% | +97.3% | -159.1% | -67.6% |
| 5Y | -75.5% | -29.8% | -45.7% | -79.7% |
| All | -70.0% | -5.2% | -64.8% | -75.6% |
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