-5.9%
DASH vs EIX
+28.5%
-34.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -10.2% | -2.5% | -7.7% | -9.9% |
| 30D | -8.2% | +7.7% | -15.9% | -9.2% |
| 3M | -15.9% | -12.9% | -3.1% | -14.7% |
| 6M | +13.3% | -12.7% | +26.0% | +14.6% |
| YTD | -21.3% | +5.5% | -26.7% | -24.1% |
| 1Y | -11.1% | +9.4% | -20.5% | -15.2% |
| 3Y | +103.8% | +9.7% | +94.1% | +86.9% |
| 5Y | -21.6% | +16.9% | -38.5% | -30.1% |
| All | -5.9% | +28.5% | -34.4% | -15.4% |
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