-4.4%
ON vs DASH
+94.3%
-98.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -11.7% | +0.4% | -12.0% | -11.8% |
| 30D | -23.3% | -6.0% | -17.2% | -22.1% |
| 3M | -19.2% | -15.8% | -3.4% | -15.7% |
| 6M | -40.1% | +7.0% | -47.1% | -42.9% |
| YTD | +16.9% | -20.7% | +37.6% | +23.9% |
| 1Y | +29.7% | -8.5% | +38.3% | +28.2% |
| 3Y | -4.4% | +101.8% | -106.2% | -39.4% |
| All | -4.4% | +94.3% | -98.7% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling