-9.5%
DASH vs EFX
+7.3%
-16.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -4.5% | -0.8% | -3.8% | -4.1% |
| 30D | -6.8% | +25.1% | -31.9% | -18.6% |
| 3M | -20.7% | +1.7% | -22.4% | -22.1% |
| 6M | +15.1% | +18.4% | -3.3% | +2.4% |
| YTD | -24.3% | -12.5% | -11.8% | -20.4% |
| 1Y | -12.1% | -8.1% | -4.1% | -10.7% |
| 3Y | +91.1% | +4.8% | +86.3% | +56.2% |
| 5Y | -30.3% | -30.1% | -0.1% | -31.1% |
| All | -9.5% | +7.3% | -16.8% | -22.2% |
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