+176.5%
DLR vs EFX
+42.6%
+133.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +0.1% | -4.5% | +4.6% | +1.5% |
| 30D | -4.3% | -6.1% | +1.8% | -2.8% |
| 3M | +3.8% | +6.2% | -2.4% | +0.6% |
| 6M | +5.8% | -11.2% | +17.0% | +8.2% |
| YTD | +23.5% | -21.4% | +44.9% | +30.5% |
| 1Y | +11.1% | -34.3% | +45.4% | +24.4% |
| 3Y | +57.9% | -12.5% | +70.4% | +53.7% |
| 5Y | +44.0% | -35.6% | +79.5% | +51.4% |
| All | +176.5% | +42.6% | +133.9% | +121.6% |
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