+101.8%
DASH vs EFX
+7.5%
+94.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.6% |
| 30D | -6.0% | +33.1% | -39.2% | -16.1% |
| 3M | -15.8% | +8.2% | -23.9% | -18.4% |
| 6M | +7.0% | +10.2% | -3.2% | +2.4% |
| YTD | -20.7% | -11.8% | -8.8% | -18.4% |
| 1Y | -8.5% | -6.1% | -2.5% | -8.1% |
| 3Y | +101.8% | +7.5% | +94.3% | +66.2% |
| All | +101.8% | +7.5% | +94.3% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling