-5.8%
DASH vs EIX
+19.1%
-24.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -7.9% | +8.8% | -16.7% | -9.1% |
| 3M | -16.3% | -10.9% | -5.4% | -15.3% |
| 6M | +10.4% | -10.3% | +20.7% | +11.2% |
| YTD | -20.1% | +5.8% | -25.9% | -23.5% |
| 1Y | -11.4% | +11.4% | -22.8% | -16.5% |
| 3Y | +114.1% | +11.1% | +103.0% | +91.1% |
| 5Y | -5.8% | +18.5% | -24.2% | -20.6% |
| All | -5.8% | +19.1% | -24.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling