+41.5%
DLR vs EFX
-37.1%
+78.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -1.3% | -11.1% | +9.8% | +2.2% |
| 30D | -2.9% | -7.4% | +4.5% | -0.9% |
| 3M | +3.2% | +1.5% | +1.7% | +1.4% |
| 6M | +3.9% | -13.7% | +17.6% | +7.3% |
| YTD | +21.4% | -21.9% | +43.3% | +28.8% |
| 1Y | +9.7% | -30.8% | +40.5% | +21.1% |
| 3Y | +56.5% | -12.4% | +68.9% | +48.1% |
| 5Y | +41.5% | -35.9% | +77.4% | +39.0% |
| All | +41.5% | -37.1% | +78.6% | +39.0% |
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