-29.8%
DASH vs EIX
+17.2%
-47.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | -1.5% | -2.6% | -3.8% |
| 30D | -10.6% | +8.1% | -18.8% | -11.7% |
| 3M | -18.8% | -12.1% | -6.6% | -17.6% |
| 6M | +11.2% | -13.4% | +24.6% | +12.8% |
| YTD | -23.8% | +5.6% | -29.4% | -27.0% |
| 1Y | -12.2% | +7.8% | -20.0% | -16.5% |
| 3Y | +97.3% | +9.8% | +87.5% | +76.8% |
| 5Y | -29.8% | +18.8% | -48.7% | -41.6% |
| All | -29.8% | +17.2% | -47.1% | -41.6% |
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