-5.9%
DASH vs EIX
+29.1%
-35.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +1.0% | -3.7% | -2.9% |
| 30D | -9.3% | +8.9% | -18.1% | -10.4% |
| 3M | -15.1% | -9.8% | -5.3% | -14.3% |
| 6M | +8.7% | -10.2% | +18.9% | +9.4% |
| YTD | -21.3% | +5.9% | -27.2% | -24.2% |
| 1Y | -12.7% | +10.9% | -23.6% | -16.9% |
| 3Y | +103.8% | +10.2% | +93.6% | +86.8% |
| 5Y | -16.8% | +17.0% | -33.8% | -25.8% |
| All | -5.9% | +29.1% | -35.0% | -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