+11.1%
DLR vs EFX
-30.9%
+42.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | +0.1% | -4.5% | +4.6% | +0.3% |
| 30D | -4.3% | -6.1% | +1.8% | -4.1% |
| 3M | +3.8% | +6.2% | -2.4% | +2.8% |
| 6M | +5.8% | -11.2% | +17.0% | +6.1% |
| YTD | +23.5% | -21.4% | +44.9% | +25.1% |
| 1Y | +11.1% | -34.3% | +45.4% | +11.8% |
| All | +11.1% | -30.9% | +42.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling