-4.5%
DASH vs ONON
-23.0%
+18.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.8% | -4.3% |
| 7D | -11.2% | -1.7% | -9.5% | -10.5% |
| 30D | -7.3% | -27.4% | +20.1% | +3.9% |
| 3M | +31.4% | -26.5% | +58.0% | +46.3% |
| 6M | +11.9% | -34.2% | +46.1% | +29.0% |
| YTD | -11.5% | -41.3% | +29.8% | +6.9% |
| 1Y | -20.0% | -39.7% | +19.7% | -5.8% |
| 3Y | +143.9% | -7.8% | +151.8% | +113.5% |
| All | -4.5% | -23.0% | +18.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling