+7.4%
DASH vs EFX
-33.8%
+41.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.7% | -0.7% |
| 7D | -10.6% | -8.6% | -1.9% | -5.5% |
| 30D | +2.2% | +0.1% | +2.0% | +1.8% |
| 3M | +32.3% | +3.8% | +28.4% | +27.7% |
| 6M | +19.1% | -13.5% | +32.6% | +28.8% |
| YTD | -6.5% | -17.7% | +11.2% | +2.9% |
| 1Y | -14.9% | -25.6% | +10.7% | -1.0% |
| 3Y | +151.9% | -12.1% | +164.0% | +128.6% |
| All | +7.4% | -33.8% | +41.2% | +9.1% |
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