+0.9%
DASH vs ONON
-20.9%
+21.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.1% |
| 7D | -10.6% | -3.0% | -7.6% | -9.4% |
| 30D | +2.2% | -26.7% | +28.9% | +14.1% |
| 3M | +32.3% | -25.3% | +57.6% | +46.2% |
| 6M | +19.1% | -35.3% | +54.4% | +38.2% |
| YTD | -6.5% | -39.8% | +33.3% | +11.6% |
| 1Y | -14.9% | -39.2% | +24.3% | -0.1% |
| 3Y | +151.9% | -4.2% | +156.2% | +116.5% |
| All | +0.9% | -20.9% | +21.8% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling