-60.9%
NKE vs DASH
+97.8%
-158.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.6% | -4.5% | +3.0% | -0.7% |
| 30D | +7.6% | -6.8% | +14.4% | +8.9% |
| 3M | -6.9% | -20.7% | +13.8% | -3.1% |
| 6M | -8.5% | +15.1% | -23.6% | -11.5% |
| YTD | -38.8% | -24.3% | -14.5% | -36.7% |
| 1Y | -40.6% | -12.1% | -28.4% | -40.4% |
| 3Y | -60.9% | +91.1% | -152.0% | -68.9% |
| All | -60.9% | +97.8% | -158.7% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling