diff --git a/dashboard/About.py b/dashboard/About.py
new file mode 100644
index 00000000..57a71bd8
--- /dev/null
+++ b/dashboard/About.py
@@ -0,0 +1,56 @@
+import streamlit as st
+from st_pages import Page, show_pages, add_page_title
+
+st.set_page_config(page_title="Synthetix Dashboards", layout="wide")
+
+hide_footer = """
+    <style>
+        footer {visibility: hidden;}
+    </style>
+"""
+st.markdown(hide_footer, unsafe_allow_html=True)
+
+st.markdown(
+    """
+
+# Synthetix V3 Analytics
+
+Discover the latest insights into the Synthetix V3 ecosystem.
+
+## Base Andromeda Release
+
+Andromeda, the latest Synthetix V3 deployment on the Base network, allows liquidity provision with USDC and seamless trading of perps using USDC collateral. For details, explore our [blog post](https://blog.synthetix.io/what-is-the-andromeda-release/).
+
+### Dashboards:
+- **Perps Stats**: Insights on volume, fees, and more across all markets.
+- **Perps Markets**: Insights for each perps market.
+- **Perps Monitor**: A consolidated view of all perps markets.
+- **Core Stats**: Key metrics of the Core system, including debt, collateral, and LP performance.
+- **Spot Markets**: Analysis of the USDC wrapper contracts.
+- **Perps Integrators**: Activity overview by integrator.
+- **Perps Accounts**: View recent activity by specific accounts.
+- **Perps Keepers**: Track community keepers' settlement transactions.
+
+## Additional Resources
+- V3 details: [documentation](https://docs.synthetix.io/v/v3/)
+- Updates: [blog](https://blog.synthetix.io/)
+- Community: [discord](https://discord.com/invite/AEdUHzt)
+"""
+)
+
+# page setup
+PAGE_PREFIX = "dashboard/" if st.secrets.settings.IS_CLOUD == "true" else ""
+SHOW_OP = True if st.secrets.settings.SHOW_OP == "true" else False
+
+home_page = [Page(f"{PAGE_PREFIX}About.py", "About")]
+op_pages = [
+    Page(f"{PAGE_PREFIX}pages/OP_Mainnet.py", "OP Mainnet"),
+]
+base_pages = [
+    Page(f"{PAGE_PREFIX}pages/Base_Mainnet.py", "Base Mainnet"),
+    Page(f"{PAGE_PREFIX}pages/Base_Sepolia.py", "Base Sepolia"),
+]
+
+# pages to show
+pages_to_show = home_page + (op_pages if SHOW_OP else []) + base_pages
+show_pages(pages_to_show)
diff --git a/dashboard/Dockerfile b/dashboard/Dockerfile
index 46b2837a..e32867f4 100644
--- a/dashboard/Dockerfile
+++ b/dashboard/Dockerfile
@@ -15,4 +15,4 @@ RUN pip install --no-cache-dir -r requirements.txt
 COPY . .
 
 # Command to run the service
-CMD ["streamlit", "run", "Home.py"]
+CMD ["streamlit", "run", "About.py"]
diff --git a/dashboard/Home.py b/dashboard/Home.py
deleted file mode 100644
index 81b3bbab..00000000
--- a/dashboard/Home.py
+++ /dev/null
@@ -1,36 +0,0 @@
-import streamlit as st
-from st_pages import Page, show_pages, add_page_title
-
-st.set_page_config(page_title="Synthetix Dashboards", layout="wide")
-
-hide_footer = """
-    <style>
-        footer {visibility: hidden;}
-    </style>
-"""
-st.markdown(hide_footer, unsafe_allow_html=True)
-
-st.write("# Synthetix Dashboards")
-
-st.markdown(
-    """
-Use the sidebar to select a chain. The dashboard selector will appear below.
-"""
-)
-
-# page setup
-PAGE_PREFIX = "dashboard/" if st.secrets.settings.IS_CLOUD == "true" else ""
-SHOW_OP = True if st.secrets.settings.SHOW_OP == "true" else False
-
-home_page = [Page(f"{PAGE_PREFIX}network_pages/Home.py", "Home")]
-op_pages = [
-    Page(f"{PAGE_PREFIX}network_pages/OP_Mainnet.py", "OP Mainnet"),
-]
-base_pages = [
-    Page(f"{PAGE_PREFIX}network_pages/Base_Mainnet.py", "Base Mainnet"),
-    Page(f"{PAGE_PREFIX}network_pages/Base_Sepolia.py", "Base Sepolia"),
-]
-
-# pages to show
-pages_to_show = home_page + (op_pages if SHOW_OP else []) + base_pages
-show_pages(pages_to_show)
diff --git a/dashboard/modules/base_mainnet/core_stats.py b/dashboard/modules/base_mainnet/core_stats.py
index f85fbf76..ef165588 100644
--- a/dashboard/modules/base_mainnet/core_stats.py
+++ b/dashboard/modules/base_mainnet/core_stats.py
@@ -66,6 +66,16 @@ def fetch_data(filters):
         db,
     )
 
+    df_apr = pd.read_sql_query(
+        f"""
+        SELECT * FROM base_mainnet.fct_core_apr
+        WHERE ts >= '{start_date}' and ts <= '{end_date}'
+        and market_id != 1
+        ORDER BY ts
+    """,
+        db,
+    )
+
     db.close()
 
     return {
@@ -74,6 +84,7 @@ def fetch_data(filters):
         "account_delegation": df_account_delegation,
         "market_updated": df_market_updated,
         "pnl": df_pnl,
+        "apr": df_apr,
     }
 
 
@@ -122,6 +133,19 @@ def make_charts(data):
             "Pnl",
             "market_id",
         ),
+        "hourly_pnl": chart_bars(
+            data["apr"],
+            "ts",
+            ["hourly_pnl"],
+            "Hourly Pnl",
+        ),
+        "apr": chart_lines(
+            data["apr"],
+            "ts",
+            ["pnl_pct_24_hr", "pnl_pct_7_day", "apr"],
+            "APR",
+            smooth=True,
+        ),
     }
 
 
@@ -149,11 +173,13 @@ def main():
         st.plotly_chart(charts["collateral"], use_container_width=True)
         st.plotly_chart(charts["reported_debt"], use_container_width=True)
         st.plotly_chart(charts["net_issuance"], use_container_width=True)
+        st.plotly_chart(charts["hourly_pnl"], use_container_width=True)
 
     with col2:
         st.plotly_chart(charts["delegation"], use_container_width=True)
         st.plotly_chart(charts["credit_capacity"], use_container_width=True)
         st.plotly_chart(charts["pnl"], use_container_width=True)
+        # st.plotly_chart(charts["apr"], use_container_width=True)
 
     st.markdown("## Top Delegators")
     st.dataframe(
diff --git a/dashboard/modules/base_mainnet/perp_account.py b/dashboard/modules/base_mainnet/perp_account.py
index 27960340..7fa4ef1c 100644
--- a/dashboard/modules/base_mainnet/perp_account.py
+++ b/dashboard/modules/base_mainnet/perp_account.py
@@ -138,7 +138,7 @@ def make_charts(data):
 
 
 def main():
-    st.markdown("## Perps Account Lookup")
+    st.markdown("## V3 Perps Accounts")
     data = fetch_data(filters)
 
     ## date filter
diff --git a/dashboard/modules/base_mainnet/perp_integrators.py b/dashboard/modules/base_mainnet/perp_integrators.py
index 359b7cce..7f5281ea 100644
--- a/dashboard/modules/base_mainnet/perp_integrators.py
+++ b/dashboard/modules/base_mainnet/perp_integrators.py
@@ -80,7 +80,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Integrators")
+    st.markdown("## V3 Perps Integrators")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_mainnet/perp_keepers.py b/dashboard/modules/base_mainnet/perp_keepers.py
index f4e20449..d75f927c 100644
--- a/dashboard/modules/base_mainnet/perp_keepers.py
+++ b/dashboard/modules/base_mainnet/perp_keepers.py
@@ -92,7 +92,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Keepers")
+    st.markdown("## V3 Perps Keepers")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_mainnet/perp_markets.py b/dashboard/modules/base_mainnet/perp_markets.py
index ce1e5062..05f43b55 100644
--- a/dashboard/modules/base_mainnet/perp_markets.py
+++ b/dashboard/modules/base_mainnet/perp_markets.py
@@ -2,7 +2,7 @@
 import pandas as pd
 import plotly.express as px
 from datetime import datetime, timedelta
-from utils import chart_lines, chart_market_oi, export_data
+from utils import chart_lines, chart_oi, export_data
 from utils import get_connection
 
 ## set default filters
@@ -54,22 +54,17 @@ def make_charts(data, asset):
     df = data["market_history"][data["market_history"]["market_symbol"] == asset]
 
     return {
-        "funding": chart_lines(
-            df,
-            "ts",
-            ["funding_rate"],
-            "Funding Rate",
-        ),
-        "price": chart_lines(df, "ts", ["price"], "Price"),
+        "funding": chart_lines(df, "ts", ["funding_rate"], "Funding Rate", smooth=True),
+        "price": chart_lines(df, "ts", ["price"], "Price", smooth=True),
         "skew": chart_lines(df, "ts", ["skew"], "Market Skew"),
         "oi": chart_lines(df, "ts", ["size_usd"], "Open Interest $"),
-        "oi_pct": chart_market_oi(data["market_history"], asset),
+        "oi_pct": chart_oi(data["market_history"], "ts", "Open Interest %"),
     }
 
 
 def main():
     ## title
-    st.markdown("## Perps V3 Markets")
+    st.markdown("## V3 Perps Markets")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_mainnet/perp_monitor.py b/dashboard/modules/base_mainnet/perp_monitor.py
index 89a29c3c..c234e176 100644
--- a/dashboard/modules/base_mainnet/perp_monitor.py
+++ b/dashboard/modules/base_mainnet/perp_monitor.py
@@ -143,7 +143,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Market Monitor")
+    st.markdown("## V3 Perps Monitor")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_mainnet/perp_stats.py b/dashboard/modules/base_mainnet/perp_stats.py
new file mode 100644
index 00000000..8475562c
--- /dev/null
+++ b/dashboard/modules/base_mainnet/perp_stats.py
@@ -0,0 +1,117 @@
+import streamlit as st
+import pandas as pd
+import sqlite3
+import plotly.express as px
+from datetime import datetime, timedelta
+from utils import get_connection
+from utils import chart_bars, chart_lines, export_data
+
+## set default filters
+filters = {
+    "start_date": datetime.today().date() - timedelta(days=14),
+    "end_date": datetime.today().date() + timedelta(days=1),
+    "resolution": "daily",
+}
+
+
+## data
+@st.cache_data(ttl=1)
+def fetch_data(filters):
+    # get filters
+    start_date = filters["start_date"]
+    end_date = filters["end_date"]
+    resolution = filters["resolution"]
+
+    # initialize connection
+    db = get_connection()
+
+    # read data
+    df_stats = pd.read_sql_query(
+        f"""
+        SELECT
+            ts,
+            volume,
+            trades,
+            fees,
+            liquidated_accounts,
+            liquidation_rewards,
+            cumulative_fees,
+            cumulative_volume            
+        FROM base_mainnet.fct_perp_stats_{resolution}
+        WHERE ts >= '{start_date}' and ts <= '{end_date}'
+        """,
+        db,
+    )
+
+    db.close()
+
+    return {
+        "stats": df_stats,
+    }
+
+
+@st.cache_data(ttl=1)
+def make_charts(data):
+    return {
+        "volume": chart_bars(data["stats"], "ts", ["volume"], "Volume"),
+        "cumulative_volume": chart_lines(
+            data["stats"], "ts", ["cumulative_volume"], "Cumulative Volume", smooth=True
+        ),
+        "cumulative_fees": chart_lines(
+            data["stats"], "ts", ["cumulative_fees"], "Cumulative Fees", smooth=True
+        ),
+        "fees": chart_bars(data["stats"], "ts", ["fees"], "Exchange Fees"),
+        "trades": chart_bars(data["stats"], "ts", ["trades"], "Trades"),
+        "account_liquidations": chart_bars(
+            data["stats"], "ts", ["liquidated_accounts"], "Account Liquidations"
+        ),
+        "liquidation_rewards": chart_bars(
+            data["stats"], "ts", ["liquidation_rewards"], "Liquidation Rewards"
+        ),
+    }
+
+
+def main():
+    ## title
+    st.markdown("## V3 Perps Stats")
+
+    ## inputs
+    with st.expander("Filters") as expander:
+        # resolution
+        filters["resolution"] = st.radio("Resolution", ["daily", "hourly"])
+
+        # date filter
+        filt_col1, filt_col2 = st.columns(2)
+        with filt_col1:
+            filters["start_date"] = st.date_input("Start", filters["start_date"])
+
+        with filt_col2:
+            filters["end_date"] = st.date_input("End", filters["end_date"])
+
+    ## fetch data
+    data = fetch_data(filters)
+
+    ## make the charts
+    charts = make_charts(data)
+
+    ## display
+    col1, col2 = st.columns(2)
+
+    with col1:
+        st.plotly_chart(charts["cumulative_volume"], use_container_width=True)
+        st.plotly_chart(charts["cumulative_fees"], use_container_width=True)
+        st.plotly_chart(charts["account_liquidations"], use_container_width=True)
+        st.plotly_chart(charts["liquidation_rewards"], use_container_width=True)
+        pass
+
+    with col2:
+        st.plotly_chart(charts["volume"], use_container_width=True)
+        st.plotly_chart(charts["fees"], use_container_width=True)
+        st.plotly_chart(charts["trades"], use_container_width=True)
+        pass
+
+    ## export
+    exports = [{"title": export, "df": data[export]} for export in data.keys()]
+    with st.expander("Exports"):
+        for export in exports:
+            export_data(export["title"], export["df"])
diff --git a/dashboard/modules/base_sepolia/perp_account.py b/dashboard/modules/base_sepolia/perp_account.py
index 0c8871da..d9fe6132 100644
--- a/dashboard/modules/base_sepolia/perp_account.py
+++ b/dashboard/modules/base_sepolia/perp_account.py
@@ -138,7 +138,7 @@ def make_charts(data):
 
 
 def main():
-    st.markdown("## Perps Account Lookup")
+    st.markdown("## V3 Perps Accounts")
     data = fetch_data(filters)
 
     ## date filter
diff --git a/dashboard/modules/base_sepolia/perp_integrators.py b/dashboard/modules/base_sepolia/perp_integrators.py
index f78a4cd0..d7189fc3 100644
--- a/dashboard/modules/base_sepolia/perp_integrators.py
+++ b/dashboard/modules/base_sepolia/perp_integrators.py
@@ -80,7 +80,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Integrators")
+    st.markdown("## V3 Perps Integrators")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_sepolia/perp_keepers.py b/dashboard/modules/base_sepolia/perp_keepers.py
index b0980354..fd833323 100644
--- a/dashboard/modules/base_sepolia/perp_keepers.py
+++ b/dashboard/modules/base_sepolia/perp_keepers.py
@@ -92,7 +92,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Keepers")
+    st.markdown("## V3 Perps Keepers")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_sepolia/perp_markets.py b/dashboard/modules/base_sepolia/perp_markets.py
index eba29617..8d432bb9 100644
--- a/dashboard/modules/base_sepolia/perp_markets.py
+++ b/dashboard/modules/base_sepolia/perp_markets.py
@@ -2,7 +2,7 @@
 import pandas as pd
 import plotly.express as px
 from datetime import datetime, timedelta
-from utils import chart_lines, chart_market_oi, export_data
+from utils import chart_lines, chart_oi, export_data
 from utils import get_connection
 
 ## set default filters
@@ -54,22 +54,17 @@ def make_charts(data, asset):
     df = data["market_history"][data["market_history"]["market_symbol"] == asset]
 
     return {
-        "funding": chart_lines(
-            df,
-            "ts",
-            ["funding_rate"],
-            "Funding Rate",
-        ),
-        "price": chart_lines(df, "ts", ["price"], "Price"),
+        "funding": chart_lines(df, "ts", ["funding_rate"], "Funding Rate", smooth=True),
+        "price": chart_lines(df, "ts", ["price"], "Price", smooth=True),
         "skew": chart_lines(df, "ts", ["skew"], "Market Skew"),
         "oi": chart_lines(df, "ts", ["size_usd"], "Open Interest $"),
-        "oi_pct": chart_market_oi(data["market_history"], asset),
+        "oi_pct": chart_oi(data["market_history"], "ts", "Open Interest %"),
     }
 
 
 def main():
     ## title
-    st.markdown("## Perps V3 Markets")
+    st.markdown("## V3 Perps Markets")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_sepolia/perp_monitor.py b/dashboard/modules/base_sepolia/perp_monitor.py
index d789a778..0a5c4775 100644
--- a/dashboard/modules/base_sepolia/perp_monitor.py
+++ b/dashboard/modules/base_sepolia/perp_monitor.py
@@ -143,7 +143,7 @@ def make_charts(data):
 
 def main():
     ## title
-    st.markdown("## Perps V3 Market Monitor")
+    st.markdown("## V3 Perps Monitor")
 
     ## inputs
     with st.expander("Filters") as expander:
diff --git a/dashboard/modules/base_sepolia/perp_stats.py b/dashboard/modules/base_sepolia/perp_stats.py
new file mode 100644
index 00000000..8ea0461e
--- /dev/null
+++ b/dashboard/modules/base_sepolia/perp_stats.py
@@ -0,0 +1,117 @@
+import streamlit as st
+import pandas as pd
+import sqlite3
+import plotly.express as px
+from datetime import datetime, timedelta
+from utils import get_connection
+from utils import chart_bars, chart_lines, export_data
+
+## set default filters
+filters = {
+    "start_date": datetime.today().date() - timedelta(days=14),
+    "end_date": datetime.today().date() + timedelta(days=1),
+    "resolution": "daily",
+}
+
+
+## data
+@st.cache_data(ttl=1)
+def fetch_data(filters):
+    # get filters
+    start_date = filters["start_date"]
+    end_date = filters["end_date"]
+    resolution = filters["resolution"]
+
+    # initialize connection
+    db = get_connection()
+
+    # read data
+    df_stats = pd.read_sql_query(
+        f"""
+        SELECT
+            ts,
+            volume,
+            trades,
+            fees,
+            liquidated_accounts,
+            liquidation_rewards,
+            cumulative_fees,
+            cumulative_volume            
+        FROM base_sepolia.fct_perp_stats_{resolution}
+        WHERE ts >= '{start_date}' and ts <= '{end_date}'
+        """,
+        db,
+    )
+
+    db.close()
+
+    return {
+        "stats": df_stats,
+    }
+
+
+@st.cache_data(ttl=1)
+def make_charts(data):
+    return {
+        "volume": chart_bars(data["stats"], "ts", ["volume"], "Volume"),
+        "cumulative_volume": chart_lines(
+            data["stats"], "ts", ["cumulative_volume"], "Cumulative Volume", smooth=True
+        ),
+        "cumulative_fees": chart_lines(
+            data["stats"], "ts", ["cumulative_fees"], "Cumulative Fees", smooth=True
+        ),
+        "fees": chart_bars(data["stats"], "ts", ["fees"], "Exchange Fees"),
+        "trades": chart_bars(data["stats"], "ts", ["trades"], "Trades"),
+        "account_liquidations": chart_bars(
+            data["stats"], "ts", ["liquidated_accounts"], "Account Liquidations"
+        ),
+        "liquidation_rewards": chart_bars(
+            data["stats"], "ts", ["liquidation_rewards"], "Liquidation Rewards"
+        ),
+    }
+
+
+def main():
+    ## title
+    st.markdown("## V3 Perps Stats")
+
+    ## inputs
+    with st.expander("Filters") as expander:
+        # resolution
+        filters["resolution"] = st.radio("Resolution", ["daily", "hourly"])
+
+        # date filter
+        filt_col1, filt_col2 = st.columns(2)
+        with filt_col1:
+            filters["start_date"] = st.date_input("Start", filters["start_date"])
+
+        with filt_col2:
+            filters["end_date"] = st.date_input("End", filters["end_date"])
+
+    ## fetch data
+    data = fetch_data(filters)
+
+    ## make the charts
+    charts = make_charts(data)
+
+    ## display
+    col1, col2 = st.columns(2)
+
+    with col1:
+        st.plotly_chart(charts["cumulative_volume"], use_container_width=True)
+        st.plotly_chart(charts["cumulative_fees"], use_container_width=True)
+        st.plotly_chart(charts["account_liquidations"], use_container_width=True)
+        st.plotly_chart(charts["liquidation_rewards"], use_container_width=True)
+        pass
+
+    with col2:
+        st.plotly_chart(charts["volume"], use_container_width=True)
+        st.plotly_chart(charts["fees"], use_container_width=True)
+        st.plotly_chart(charts["trades"], use_container_width=True)
+        pass
+
+    ## export
+    exports = [{"title": export, "df": data[export]} for export in data.keys()]
+    with st.expander("Exports"):
+        for export in exports:
+            export_data(export["title"], export["df"])
diff --git a/dashboard/modules/op_mainnet/perp_integrators.py b/dashboard/modules/op_mainnet/perp_integrators.py
index dc9ddd75..ee352896 100644
--- a/dashboard/modules/op_mainnet/perp_integrators.py
+++ b/dashboard/modules/op_mainnet/perp_integrators.py
@@ -143,6 +143,7 @@ def make_charts(df, df_daily):
             ["fees_cumulative"],
             "Cumulative Fees Paid",
             color="tracking_code",
+            smooth=True,
         ),
         "volume": chart_bars(
             df_daily, "day", ["volume"], "Volume", color="tracking_code"
@@ -156,6 +157,7 @@ def make_charts(df, df_daily):
             ["volume_cumulative"],
             "Cumulative Volume",
             color="tracking_code",
+            smooth=True,
         ),
         "traders": chart_bars(
             df_daily, "day", ["traders"], "Traders", color="tracking_code"
@@ -166,6 +168,7 @@ def make_charts(df, df_daily):
             ["traders_cumulative"],
             "Cumulative Traders",
             color="tracking_code",
+            smooth=True,
         ),
         "trades": chart_bars(
             df_daily, "day", ["trades"], "Trades", color="tracking_code"
@@ -179,6 +182,7 @@ def make_charts(df, df_daily):
             ["trades_cumulative"],
             "Cumulative Trades",
             color="tracking_code",
+            smooth=True,
         ),
     }
 
diff --git a/dashboard/modules/op_mainnet/perp_markets.py b/dashboard/modules/op_mainnet/perp_markets.py
index d10c80f0..9aeb5b4a 100644
--- a/dashboard/modules/op_mainnet/perp_markets.py
+++ b/dashboard/modules/op_mainnet/perp_markets.py
@@ -3,7 +3,7 @@
 import sqlite3
 import plotly.express as px
 from datetime import datetime, timedelta
-from utils import chart_asset_bars, chart_asset_lines, chart_asset_oi, export_data
+from utils import chart_bars, chart_lines, chart_oi, export_data
 
 
 ## data
@@ -73,34 +73,32 @@ def filter_data(df, df_trade, df_funding, start_date, end_date):
 ## charts
 @st.cache_data(ttl=1)
 def make_charts(df, df_daily, df_trade, df_funding, asset):
+    df = df[df["asset"] == asset]
+    df_daily = df_daily[df_daily["asset"] == asset]
+    df_trade = df_trade[df_trade["asset"] == asset]
+    df_funding = df_funding[df_funding["asset"] == asset]
+
     return {
-        "cumulative_volume": chart_asset_lines(
-            df, asset, "date", ["cumulative_volume"], "Cumulative Volume"
-        ),
-        "daily_volume": chart_asset_bars(
-            df_daily, asset, "day", ["daily_volume"], "Daily Volume"
+        "cumulative_volume": chart_lines(
+            df, "date", ["cumulative_volume"], "Cumulative Volume"
         ),
-        "fees": chart_asset_lines(
-            df, asset, "date", ["liq_fees", "exchange_fees"], "Cumulative Fees"
+        "daily_volume": chart_bars(df_daily, "day", ["daily_volume"], "Daily Volume"),
+        "fees": chart_lines(
+            df, "date", ["liq_fees", "exchange_fees"], "Cumulative Fees"
         ),
-        "daily_fees": chart_asset_bars(
+        "daily_fees": chart_bars(
             df_daily,
-            asset,
             "day",
             ["daily_exchange_fees", "daily_liq_fees"],
             "Daily Fees",
         ),
-        "pnl": chart_asset_lines(
-            df, asset, "date", ["staker_pnl"], "Cumulative Staker Pnl"
-        ),
-        "daily_pnl": chart_asset_bars(
-            df_daily, asset, "day", ["daily_staker_pnl"], "Daily Staker Pnl"
-        ),
-        "skew": chart_asset_lines(df_trade, asset, "date", ["net_skew"], "Net Skew"),
-        "funding": chart_asset_lines(
-            df_funding, asset, "date", ["fundingRate"], "Funding Rate"
+        "pnl": chart_lines(df, "date", ["staker_pnl"], "Cumulative Staker Pnl"),
+        "daily_pnl": chart_bars(
+            df_daily, "day", ["daily_staker_pnl"], "Daily Staker Pnl"
         ),
-        "oi": chart_asset_oi(df_trade, asset),
+        "skew": chart_lines(df_trade, "date", ["net_skew"], "Net Skew"),
+        "funding": chart_lines(df_funding, "date", ["fundingRate"], "Funding Rate"),
+        "oi": chart_oi(df_trade, "date", f"Open Interest %"),
     }
 
 
diff --git a/dashboard/modules/op_mainnet/perp_stats.py b/dashboard/modules/op_mainnet/perp_stats.py
index 681f9eb8..fdff35ed 100644
--- a/dashboard/modules/op_mainnet/perp_stats.py
+++ b/dashboard/modules/op_mainnet/perp_stats.py
@@ -126,16 +126,22 @@ def filter_data(df, df_trade, start_date, end_date, assets):
 @st.cache_data(ttl=600)
 def make_charts(df, df_daily, df_trade, df_oi):
     return {
-        "pnl": chart_lines(df_daily, "date", ["staker_pnl"], "Cumulative Staker Pnl"),
+        "pnl": chart_lines(
+            df_daily, "date", ["staker_pnl"], "Cumulative Staker Pnl", smooth=True
+        ),
         "daily_pnl": chart_bars(
             df_daily, "day", ["daily_staker_pnl"], "Daily Staker Pnl"
         ),
         "cumulative_volume": chart_lines(
-            df_daily, "date", ["cumulative_volume"], "Cumulative Volume"
+            df_daily, "date", ["cumulative_volume"], "Cumulative Volume", smooth=True
         ),
         "daily_volume": chart_bars(df_daily, "day", ["daily_volume"], "Daily Volume"),
         "fees": chart_lines(
-            df_daily, "date", ["liq_fees", "exchange_fees"], "Cumulative Fees"
+            df_daily,
+            "date",
+            ["liq_fees", "exchange_fees"],
+            "Cumulative Fees",
+            smooth=True,
         ),
         "daily_fees": chart_bars(
             df_daily, "day", ["daily_liq_fees", "daily_exchange_fees"], "Daily Fees"
diff --git a/dashboard/network_pages/Home.py b/dashboard/network_pages/Home.py
deleted file mode 100644
index 148e8157..00000000
--- a/dashboard/network_pages/Home.py
+++ /dev/null
@@ -1,18 +0,0 @@
-import streamlit as st
-
-st.set_page_config(page_title="Synthetix Dashboards", layout="wide")
-
-hide_footer = """
-    <style>
-        footer {visibility: hidden;}
-    </style>
-"""
-st.markdown(hide_footer, unsafe_allow_html=True)
-
-st.write("# Synthetix Dashboards")
-
-st.markdown(
-    """
-Use the sidebar to select a chain. The dashboard selector will appear below.
-"""
-)
diff --git a/dashboard/network_pages/Base_Mainnet.py b/dashboard/pages/Base_Mainnet.py
similarity index 93%
rename from dashboard/network_pages/Base_Mainnet.py
rename to dashboard/pages/Base_Mainnet.py
index 2c40b11f..c37a1009 100644
--- a/dashboard/network_pages/Base_Mainnet.py
+++ b/dashboard/pages/Base_Mainnet.py
@@ -1,6 +1,7 @@
 import streamlit as st
 from modules.base_mainnet import (
     perp_integrators,
+    perp_stats,
     perp_monitor,
     perp_markets,
     spot_markets,
@@ -13,6 +14,7 @@
 
 
 pages = {
+    "Perps Stats": perp_stats.main,
     "Perps Markets": perp_markets.main,
     "Perps Monitor": perp_monitor.main,
     "Core Stats": core_stats.main,
diff --git a/dashboard/network_pages/Base_Sepolia.py b/dashboard/pages/Base_Sepolia.py
similarity index 93%
rename from dashboard/network_pages/Base_Sepolia.py
rename to dashboard/pages/Base_Sepolia.py
index ab8f743e..0fb9d7df 100644
--- a/dashboard/network_pages/Base_Sepolia.py
+++ b/dashboard/pages/Base_Sepolia.py
@@ -1,6 +1,7 @@
 import streamlit as st
 from modules.base_sepolia import (
     perp_integrators,
+    perp_stats,
     perp_monitor,
     perp_markets,
     spot_markets,
@@ -13,6 +14,7 @@
 
 
 pages = {
+    "Perps Stats": perp_stats.main,
     "Perps Markets": perp_markets.main,
     "Perps Monitor": perp_monitor.main,
     "Core Stats": core_stats.main,
diff --git a/dashboard/network_pages/OP_Mainnet.py b/dashboard/pages/OP_Mainnet.py
similarity index 100%
rename from dashboard/network_pages/OP_Mainnet.py
rename to dashboard/pages/OP_Mainnet.py
diff --git a/dashboard/utils/charts.py b/dashboard/utils/charts.py
index f332402d..39a1ccaf 100644
--- a/dashboard/utils/charts.py
+++ b/dashboard/utils/charts.py
@@ -48,7 +48,7 @@ def chart_bars(df, x_col, y_cols, title, color=None):
     return fig
 
 
-def chart_lines(df, x_col, y_cols, title, color=None):
+def chart_lines(df, x_col, y_cols, title, color=None, smooth=False):
     fig = px.line(
         df,
         x=x_col,
@@ -56,71 +56,28 @@ def chart_lines(df, x_col, y_cols, title, color=None):
         title=title,
         color=color,
         color_discrete_sequence=categorical,
-        line_shape="hv",
     )
-    fig.update_traces(hovertemplate=None)
-    fig.update_layout(
-        hovermode="x unified",
+    fig.update_traces(
+        hovertemplate=None,
+        line_shape=None if smooth else "hv",
     )
-    fig.update_layout(
-        legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1),
-    )
-    return fig
-
-
-# with asset filter
-def chart_asset_bars(df, asset, x_col, y_cols, title):
-    fig = px.bar(df[df["asset"] == asset], x=x_col, y=y_cols, title=f"{title}: {asset}")
-    fig.update_traces(hovertemplate=None)
     fig.update_layout(
         hovermode="x unified",
-        legend=(dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1)),
-    )
-    return fig
-
-
-def chart_asset_lines(df, asset, x_col, y_cols, title):
-    fig = px.line(
-        df[df["asset"] == asset],
-        x=x_col,
-        y=y_cols,
-        line_shape="hv",
-        title=f"{title}: {asset}",
     )
-    fig.update_traces(hovertemplate=None)
-    fig.update_layout(
-        hovermode="x unified",
-        legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1),
-    )
-    return fig
-
-
-def chart_asset_oi(df, asset):
-    fig = px.area(
-        df[df["asset"] == asset],
-        x="date",
-        y=["short_oi_pct", "long_oi_pct"],
-        line_shape="hv",
-        color_discrete_sequence=["red", "green"],
-        title=f"Open Interest %: {asset}",
-    )
-    fig.update_traces(hovertemplate=None)
     fig.update_layout(
-        hovermode="x unified",
         legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1),
     )
     return fig
 
 
-# with market filter
-def chart_market_oi(df, asset):
+def chart_oi(df, x_col, title):
     fig = px.area(
-        df[df["market_symbol"] == asset],
-        x="ts",
+        df,
+        x=x_col,
         y=["short_oi_pct", "long_oi_pct"],
         line_shape="hv",
         color_discrete_sequence=["red", "green"],
-        title=f"Open Interest %: {asset}",
+        title=title,
     )
     fig.update_traces(hovertemplate=None)
     fig.update_layout(
diff --git a/docker-compose.yml b/docker-compose.yml
index 54095e6b..82d18b7d 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -93,8 +93,6 @@ services:
   dashboard:
     build:
       context: ./dashboard
-    depends_on:
-      - db
     restart: always
     networks:
       - data
@@ -102,7 +100,7 @@ services:
       - "${DASHBOARD_PORT}:8501"
     volumes:
       - ${LEGACY_DB_LOCATION}:/app/data/perps.db
-      # - .streamlit:/app/.streamlit # uncomment to pass local secrets
+      - .streamlit:/app/.streamlit # pass local secrets
       # - ./dashboard:/app # uncomment to enable dashboard development
     deploy:
       resources:
diff --git a/transformers/synthetix/models/marts/core_stat/fct_core_apr.sql b/transformers/synthetix/models/marts/core_stat/fct_core_apr.sql
new file mode 100644
index 00000000..289f6608
--- /dev/null
+++ b/transformers/synthetix/models/marts/core_stat/fct_core_apr.sql
@@ -0,0 +1,192 @@
+WITH dim AS (
+    SELECT
+        generate_series(DATE_TRUNC('hour', MIN(t.ts)), DATE_TRUNC('hour', MAX(t.ts)), '1 hour' :: INTERVAL) AS ts,
+        m.market_id
+    FROM
+        (
+            SELECT
+                ts
+            FROM
+                {{ ref('fct_core_market_updated') }}
+        ) AS t
+        CROSS JOIN (
+            SELECT
+                DISTINCT market_id
+            FROM
+                {{ ref('fct_core_market_updated') }}
+        ) AS m
+    GROUP BY
+        m.market_id
+),
+pnls AS (
+    SELECT
+        DISTINCT DATE_TRUNC(
+            'hour',
+            ts
+        ) AS ts,
+        market_id,
+        LAST_VALUE(market_pnl) over (PARTITION BY DATE_TRUNC('hour', ts), market_id
+    ORDER BY
+        ts rows BETWEEN unbounded preceding
+        AND unbounded following) AS pnl
+    FROM
+        {{ ref('fct_perp_pnl') }}
+),
+debt AS (
+    SELECT
+        DISTINCT DATE_TRUNC(
+            'hour',
+            ts
+        ) AS ts,
+        market_id,
+        LAST_VALUE(reported_debt) over (PARTITION BY DATE_TRUNC('hour', ts), market_id
+    ORDER BY
+        ts rows BETWEEN unbounded preceding
+        AND unbounded following) AS debt
+    FROM
+        {{ ref('fct_core_market_updated') }}
+    WHERE
+        collateral_type != 'USD'
+),
+ffill AS (
+    SELECT
+        dim.ts,
+        dim.market_id,
+        pnls.pnl,
+        debt.debt,
+        SUM(
+            CASE
+                WHEN pnls.pnl IS NOT NULL THEN 1
+                ELSE 0
+            END
+        ) over (
+            ORDER BY
+                dim.ts
+        ) AS pnl_id,
+        SUM(
+            CASE
+                WHEN debt.debt IS NOT NULL THEN 1
+                ELSE 0
+            END
+        ) over (
+            ORDER BY
+                dim.ts
+        ) AS debt_id
+    FROM
+        dim
+        LEFT JOIN pnls
+        ON dim.ts = pnls.ts
+        AND dim.market_id = pnls.market_id
+        LEFT JOIN debt
+        ON dim.ts = debt.ts
+        AND dim.market_id = debt.market_id
+),
+hourly_pnl AS (
+    SELECT
+        ts,
+        market_id,
+        FIRST_VALUE(COALESCE(pnl, 0)) over (
+            PARTITION BY pnl_id,
+            market_id
+            ORDER BY
+                ts
+        ) AS pnl,
+        FIRST_VALUE(COALESCE(debt, 0)) over (
+            PARTITION BY debt_id
+            ORDER BY
+                ts
+        ) AS debt
+    FROM
+        ffill
+),
+ranked_pnl AS (
+    SELECT
+        ts,
+        market_id,
+        pnl,
+        debt,
+        LAG(pnl) over (
+            PARTITION BY market_id
+            ORDER BY
+                ts
+        ) AS prev_pnl
+    FROM
+        hourly_pnl
+),
+hourly_calculations AS (
+    SELECT
+        ts,
+        market_id,
+        COALESCE(
+            pnl - prev_pnl,
+            0
+        ) AS hourly_pnl,
+        debt,
+        (COALESCE(pnl - prev_pnl, 0) / NULLIF(debt, 0)) AS hourly_pnl_pct
+    FROM
+        ranked_pnl
+)
+SELECT
+    ts,
+    market_id,
+    hourly_pnl,
+    debt,
+    hourly_pnl_pct,
+    (
+        COALESCE(
+            EXP(
+                SUM(
+                    LN(
+                        1 + hourly_pnl_pct
+                    )
+                ) over (
+                    PARTITION BY market_id
+                    ORDER BY
+                        ts rows BETWEEN 23 preceding
+                        AND CURRENT ROW
+                )
+            ) - 1,
+            0
+        )
+    ) AS pnl_pct_24_hr,
+    (
+        COALESCE(
+            (
+                EXP(
+                    SUM(
+                        LN(
+                            1 + hourly_pnl_pct
+                        )
+                    ) over (
+                        PARTITION BY market_id
+                        ORDER BY
+                            ts rows BETWEEN 168 preceding
+                            AND CURRENT ROW
+                    )
+                ) - 1
+            ) / 7,
+            0
+        )
+    ) AS pnl_pct_7_day,
+    (
+        COALESCE(
+            EXP(
+                SUM(
+                    LN(
+                        1 + hourly_pnl_pct
+                    )
+                ) over (
+                    PARTITION BY market_id
+                    ORDER BY
+                        ts rows BETWEEN 23 preceding
+                        AND CURRENT ROW
+                )
+            ) - 1,
+            0
+        )
+    ) * 365 AS apr
+FROM
+    hourly_calculations
+ORDER BY
+    market_id,
+    ts
diff --git a/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_daily.sql b/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_daily.sql
index 0247ff59..4310f688 100644
--- a/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_daily.sql
+++ b/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_daily.sql
@@ -48,10 +48,30 @@ inc_liq AS (
     1,
     2
 ),
+dim AS (
+  SELECT
+    generate_series(DATE_TRUNC('day', MIN(t.ts)), DATE_TRUNC('day', MAX(t.ts)), '1 day' :: INTERVAL) AS ts,
+    m.market_symbol
+  FROM
+    (
+      SELECT
+        ts
+      FROM
+        trades
+    ) AS t
+    CROSS JOIN (
+      SELECT
+        DISTINCT market_symbol
+      FROM
+        trades
+    ) AS m
+  GROUP BY
+    m.market_symbol
+),
 inc AS (
   SELECT
-    h.ts,
-    h.market_symbol,
+    dim.ts,
+    dim.market_symbol,
     COALESCE(
       h.trades,
       0
@@ -75,20 +95,25 @@ inc AS (
     SUM(
       h.fees
     ) over (
+      PARTITION BY dim.market_symbol
       ORDER BY
-        h.ts
+        dim.ts
     ) AS cumulative_fees,
     SUM(
       h.volume
     ) over (
+      PARTITION BY dim.market_symbol
       ORDER BY
-        h.ts
+        dim.ts
     ) AS cumulative_volume
   FROM
-    inc_trades h
+    dim
+    LEFT JOIN inc_trades h
+    ON dim.ts = h.ts
+    AND dim.market_symbol = h.market_symbol
     LEFT JOIN inc_liq l
-    ON h.ts = l.ts
-    AND h.market_symbol = l.market_symbol
+    ON dim.ts = l.ts
+    AND dim.market_symbol = l.market_symbol
 )
 SELECT
   *
diff --git a/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_hourly.sql b/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_hourly.sql
index cb33a1d6..2b08066e 100644
--- a/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_hourly.sql
+++ b/transformers/synthetix/models/marts/perp_stats/fct_perp_market_stats_hourly.sql
@@ -48,16 +48,30 @@ inc_liq AS (
     1,
     2
 ),
+dim AS (
+  SELECT
+    generate_series(DATE_TRUNC('hour', MIN(t.ts)), DATE_TRUNC('hour', MAX(t.ts)), '1 hour' :: INTERVAL) AS ts,
+    m.market_symbol
+  FROM
+    (
+      SELECT
+        ts
+      FROM
+        trades
+    ) AS t
+    CROSS JOIN (
+      SELECT
+        DISTINCT market_symbol
+      FROM
+        trades
+    ) AS m
+  GROUP BY
+    m.market_symbol
+),
 inc AS (
   SELECT
-    COALESCE(
-      h.ts,
-      l.ts
-    ) AS ts,
-    COALESCE(
-      h.market_symbol,
-      l.market_symbol
-    ) AS market_symbol,
+    dim.ts,
+    dim.market_symbol,
     COALESCE(
       h.trades,
       0
@@ -81,20 +95,25 @@ inc AS (
     SUM(
       h.fees
     ) over (
+      PARTITION BY dim.market_symbol
       ORDER BY
-        h.ts
+        dim.ts
     ) AS cumulative_fees,
     SUM(
       h.volume
     ) over (
+      PARTITION BY dim.market_symbol
       ORDER BY
-        h.ts
+        dim.ts
     ) AS cumulative_volume
   FROM
-    inc_trades h full
-    OUTER JOIN inc_liq l
-    ON h.ts = l.ts
-    AND h.market_symbol = l.market_symbol
+    dim
+    LEFT JOIN inc_trades h
+    ON dim.ts = h.ts
+    AND dim.market_symbol = h.market_symbol
+    LEFT JOIN inc_liq l
+    ON dim.ts = l.ts
+    AND dim.market_symbol = l.market_symbol
 )
 SELECT
   *