+55.2%
DLR vs EFX
-12.7%
+67.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -1.3% | -11.1% | +9.8% | +0.9% |
| 30D | -2.9% | -7.4% | +4.5% | -1.6% |
| 3M | +3.2% | +1.5% | +1.7% | +2.0% |
| 6M | +3.9% | -13.7% | +17.6% | +6.2% |
| YTD | +21.4% | -21.9% | +43.3% | +26.5% |
| 1Y | +9.7% | -30.8% | +40.5% | +17.6% |
| All | +55.2% | -12.7% | +67.9% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling