+719.7%
ONDS vs DASH
+99.1%
+620.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -4.0% | -5.1% |
| 7D | +17.7% | -4.1% | +21.8% | +21.2% |
| 30D | -20.7% | -10.6% | -10.1% | -15.6% |
| 3M | -45.5% | -18.8% | -26.8% | -39.0% |
| 6M | -41.2% | +11.2% | -52.4% | -49.5% |
| YTD | -45.5% | -23.8% | -21.7% | -37.4% |
| 1Y | -3.4% | -12.2% | +8.7% | -0.1% |
| All | +719.7% | +99.1% | +620.7% | +552.2% |
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 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