+101.8%
DASH vs EIX
+8.4%
+93.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | -6.0% | +9.1% | -15.2% | -6.4% |
| 3M | -15.8% | -10.2% | -5.5% | -15.4% |
| 6M | +7.0% | -11.2% | +18.2% | +7.3% |
| YTD | -20.7% | +4.5% | -25.2% | -22.2% |
| 1Y | -8.5% | +10.9% | -19.4% | -11.2% |
| 3Y | +101.8% | +8.4% | +93.4% | +85.0% |
| All | +101.8% | +8.4% | +93.4% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling