-61.4%
NKE vs DASH
+94.3%
-155.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +12.3% | -6.0% | +18.4% | +13.4% |
| 3M | -7.1% | -15.8% | +8.6% | -4.5% |
| 6M | -10.3% | +7.0% | -17.3% | -12.2% |
| YTD | -37.8% | -20.7% | -17.2% | -36.3% |
| 1Y | -35.6% | -8.5% | -27.0% | -36.0% |
| 3Y | -61.4% | +101.8% | -163.2% | -68.8% |
| All | -61.4% | +94.3% | -155.7% | -68.8% |
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