-5.1%
DASH vs EFX
+10.6%
-15.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.9% |
| 7D | +0.5% | +8.1% | -7.5% | -3.8% |
| 30D | -7.1% | +36.0% | -43.1% | -22.8% |
| 3M | -13.2% | +9.6% | -22.8% | -18.4% |
| 6M | +8.3% | +14.7% | -6.4% | -1.7% |
| YTD | -20.6% | -9.9% | -10.7% | -17.9% |
| 1Y | -24.4% | -5.4% | -19.0% | -24.2% |
| 3Y | +94.5% | +9.3% | +85.2% | +54.8% |
| 5Y | -9.4% | -29.1% | +19.7% | -11.9% |
| All | -5.1% | +10.6% | -15.6% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling