-0.5%
ONDS vs DASH
-0.6%
+0.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.5% |
| 7D | +3.8% | -4.8% | +8.6% | +6.2% |
| 30D | -11.3% | -7.9% | -3.4% | -8.4% |
| 3M | -34.5% | -16.3% | -18.1% | -29.7% |
| 6M | -34.1% | +10.4% | -44.5% | -39.9% |
| YTD | -38.8% | -20.1% | -18.7% | -34.1% |
| 1Y | +2.8% | -11.4% | +14.2% | +5.7% |
| 3Y | +1,111.0% | +114.1% | +996.9% | +755.3% |
| 5Y | -33.7% | -5.8% | -27.9% | -43.3% |
| All | -0.5% | -0.6% | +0.1% | -18.7% |
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