+101.8%
DASH vs ONON
+32.5%
+69.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +0.4% | +10.6% | -10.2% | -2.0% |
| 30D | -6.0% | +12.5% | -18.5% | -8.6% |
| 3M | -15.8% | +0.1% | -15.8% | -16.6% |
| 6M | +7.0% | +3.6% | +3.4% | +4.8% |
| YTD | -20.7% | -19.6% | -1.0% | -17.6% |
| 1Y | -8.5% | +5.2% | -13.8% | -11.3% |
| 3Y | +101.8% | +33.1% | +68.6% | +90.8% |
| All | +101.8% | +32.5% | +69.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling