+7.4%
DASH vs EIX
+22.8%
-15.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.8% |
| 7D | -10.6% | -19.1% | +8.5% | -7.9% |
| 30D | +2.2% | -16.9% | +19.1% | +4.5% |
| 3M | +32.3% | -20.0% | +52.3% | +36.0% |
| 6M | +19.1% | -21.3% | +40.4% | +22.6% |
| YTD | -6.5% | -1.7% | -4.8% | -9.2% |
| 1Y | -14.9% | +9.6% | -24.5% | -20.0% |
| 3Y | +151.9% | -3.7% | +155.6% | +135.7% |
| All | +7.4% | +22.8% | -15.4% | -7.2% |
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