-29.8%
DASH vs EFX
-30.1%
+0.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | -4.1% | -3.6% | -0.4% | -1.9% |
| 30D | -10.6% | +25.3% | -35.9% | -22.9% |
| 3M | -18.8% | +3.8% | -22.6% | -21.4% |
| 6M | +11.2% | +12.7% | -1.5% | +1.0% |
| YTD | -23.8% | -13.1% | -10.7% | -19.2% |
| 1Y | -12.2% | -9.3% | -2.8% | -9.9% |
| 3Y | +97.3% | +3.5% | +93.8% | +52.0% |
| 5Y | -29.8% | -30.6% | +0.8% | -30.0% |
| All | -29.8% | -30.1% | +0.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling