-68.3%
NKE vs DASH
-0.6%
-67.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.8% |
| 30D | +14.9% | -7.9% | +22.8% | +16.4% |
| 3M | -3.4% | -16.3% | +13.0% | -0.6% |
| 6M | -7.9% | +10.4% | -18.3% | -10.3% |
| YTD | -35.8% | -20.1% | -15.7% | -34.0% |
| 1Y | -32.6% | -11.4% | -21.1% | -32.3% |
| 3Y | -60.0% | +114.1% | -174.1% | -66.6% |
| 5Y | -74.9% | -5.8% | -69.1% | -79.5% |
| All | -68.3% | -0.6% | -67.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling