-11.1%
DASH vs EIX
+9.6%
-20.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -10.2% | -2.5% | -7.7% | -10.4% |
| 30D | -8.2% | +7.7% | -15.9% | -7.5% |
| 3M | -15.9% | -12.9% | -3.1% | -17.1% |
| 6M | +13.3% | -12.7% | +26.0% | +14.1% |
| YTD | -21.3% | +5.5% | -26.7% | -8.0% |
| 1Y | -11.1% | +9.4% | -20.5% | +7.3% |
| All | -11.1% | +9.6% | -20.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling