+114.1%
DASH vs EIX
+11.2%
+102.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -4.8% | +0.7% | -5.5% | -4.8% |
| 30D | -7.9% | +8.8% | -16.7% | -8.2% |
| 3M | -16.3% | -10.9% | -5.4% | -16.0% |
| 6M | +10.4% | -10.3% | +20.7% | +10.7% |
| YTD | -20.1% | +5.8% | -25.9% | -21.7% |
| 1Y | -11.4% | +11.4% | -22.8% | -13.9% |
| 3Y | +114.1% | +11.1% | +103.0% | +96.6% |
| All | +114.1% | +11.2% | +102.9% | +96.6% |
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 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