+140.0%
ON vs DASH
-2.1%
+142.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.3% | -10.2% | +13.6% | +7.2% |
| 30D | -3.1% | -8.2% | +5.1% | -0.8% |
| 3M | -9.2% | -15.9% | +6.7% | -4.8% |
| 6M | -31.4% | +13.3% | -44.7% | -35.9% |
| YTD | +36.0% | -21.3% | +57.2% | +41.7% |
| 1Y | +52.0% | -11.1% | +63.2% | +51.1% |
| 3Y | +9.3% | +103.8% | -94.5% | -20.8% |
| 5Y | +26.5% | -21.6% | +48.1% | +1.6% |
| All | +140.0% | -2.1% | +142.1% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling