+32.3%
DLR vs EFX
-30.1%
+62.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +4.6% | +25.1% | -20.5% | -2.8% |
| 3M | -8.3% | +1.7% | -9.9% | -9.6% |
| 6M | -5.6% | +18.4% | -24.0% | -12.4% |
| YTD | +18.7% | -12.5% | +31.2% | +21.0% |
| 1Y | +17.1% | -8.1% | +25.2% | +16.9% |
| 3Y | +54.4% | +4.8% | +49.6% | +35.2% |
| All | +32.3% | -30.1% | +62.5% | +29.2% |
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