-9.5%
DASH vs EIX
+29.0%
-38.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -6.8% | +8.5% | -15.3% | -7.9% |
| 3M | -20.7% | -13.5% | -7.2% | -19.4% |
| 6M | +15.1% | -12.4% | +27.4% | +16.3% |
| YTD | -24.3% | +5.9% | -30.2% | -27.0% |
| 1Y | -12.1% | +7.6% | -19.7% | -15.8% |
| 3Y | +91.1% | +12.8% | +78.3% | +73.8% |
| 5Y | -30.3% | +19.2% | -49.5% | -37.8% |
| All | -9.5% | +29.0% | -38.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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