-74.0%
NKE vs DASH
+2.7%
-76.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | +0.4% |
| 7D | -0.1% | -11.2% | +11.1% | +2.5% |
| 30D | -7.7% | -7.3% | -0.3% | -6.2% |
| 3M | -10.9% | +31.4% | -42.4% | -16.5% |
| 6M | -31.9% | +11.9% | -43.7% | -34.1% |
| YTD | -38.6% | -11.5% | -27.1% | -37.7% |
| 1Y | -46.9% | -20.0% | -26.9% | -45.5% |
| 3Y | -58.2% | +143.9% | -202.1% | -67.8% |
| 5Y | -74.0% | -0.2% | -73.8% | -80.3% |
| All | -74.0% | +2.7% | -76.7% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling