-69.5%
NKE vs DASH
+16.3%
-85.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.1% |
| 7D | -2.0% | -10.6% | +8.6% | 0.0% |
| 30D | -8.6% | +2.2% | -10.7% | -9.0% |
| 3M | -11.0% | +32.3% | -43.3% | -15.7% |
| 6M | -33.2% | +19.1% | -52.3% | -35.8% |
| YTD | -38.1% | -6.5% | -31.6% | -38.0% |
| 1Y | -47.4% | -14.9% | -32.5% | -46.8% |
| 3Y | -59.8% | +151.9% | -211.7% | -67.4% |
| 5Y | -74.2% | +9.4% | -83.7% | -79.5% |
| All | -69.5% | +16.3% | -85.8% | -76.0% |
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