+105.4%
ON vs DASH
-1.1%
+106.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.4% | -2.2% | -8.5% |
| 7D | -16.3% | +0.5% | -16.8% | -16.5% |
| 30D | -27.0% | -7.1% | -19.9% | -25.6% |
| 3M | -18.1% | -13.2% | -4.9% | -15.0% |
| 6M | -38.6% | +8.3% | -46.9% | -41.9% |
| YTD | +16.4% | -20.6% | +36.9% | +20.9% |
| 1Y | +25.8% | -24.4% | +50.2% | +31.7% |
| 3Y | -7.7% | +94.5% | -102.2% | -31.9% |
| 5Y | +6.6% | -9.4% | +16.0% | -17.2% |
| All | +105.4% | -1.1% | +106.6% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling