-25.1%
ON vs DASH
+152.1%
-177.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.3% |
| 7D | +2.4% | -10.6% | +13.0% | +5.5% |
| 30D | -3.3% | +2.2% | -5.4% | -4.2% |
| 3M | -43.6% | +32.3% | -75.8% | -48.7% |
| 6M | +19.0% | +19.1% | -0.2% | +10.4% |
| YTD | +37.4% | -6.5% | +43.9% | +38.9% |
| 1Y | +54.8% | -14.9% | +69.7% | +61.5% |
| All | -25.1% | +152.1% | -177.2% | -45.1% |
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