-5.2%
DASH vs EIX
+27.3%
-32.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.3% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -6.0% | +9.1% | -15.2% | -7.2% |
| 3M | -15.8% | -10.2% | -5.5% | -14.9% |
| 6M | +7.0% | -11.2% | +18.2% | +7.8% |
| YTD | -20.7% | +4.5% | -25.2% | -23.4% |
| 1Y | -8.5% | +10.9% | -19.4% | -13.1% |
| 3Y | +101.8% | +8.4% | +93.4% | +85.5% |
| 5Y | -9.6% | +18.0% | -27.5% | -19.2% |
| All | -5.2% | +27.3% | -32.5% | -14.6% |
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