-13.8%
DASH vs ONON
+6.0%
-19.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -4.8% | +5.7% | -10.5% | -6.8% |
| 30D | -7.9% | +7.0% | -14.9% | -10.3% |
| 3M | -16.3% | -0.1% | -16.3% | -17.8% |
| 6M | +10.4% | +6.5% | +3.9% | +5.2% |
| YTD | -20.1% | -19.3% | -0.8% | -15.5% |
| 1Y | -11.4% | +7.2% | -18.7% | -18.0% |
| 3Y | +114.1% | +39.1% | +75.0% | +57.0% |
| 5Y | -5.8% | -0.8% | -4.9% | -36.1% |
| All | -13.8% | +6.0% | -19.8% | -42.7% |
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