-5.9%
DASH vs EFX
+7.4%
-13.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +0.3% | -3.0% | -2.9% |
| 30D | -9.3% | +29.1% | -38.4% | -22.3% |
| 3M | -15.1% | +4.3% | -19.3% | -17.8% |
| 6M | +8.7% | +7.7% | +1.0% | +2.4% |
| YTD | -21.3% | -12.5% | -8.8% | -17.3% |
| 1Y | -12.7% | -8.8% | -3.8% | -10.8% |
| 3Y | +103.8% | +4.3% | +99.4% | +67.2% |
| 5Y | -16.8% | -29.4% | +12.6% | -18.0% |
| All | -5.9% | +7.4% | -13.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling