+3,595.6%
DLR vs EFX
+745.1%
+2,850.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +3.3% |
| 7D | +1.6% | -8.6% | +10.2% | +5.7% |
| 30D | -3.4% | +0.1% | -3.5% | -4.0% |
| 3M | +0.5% | +3.8% | -3.3% | -3.0% |
| 6M | +4.6% | -13.5% | +18.1% | +9.1% |
| YTD | +23.4% | -17.7% | +41.1% | +30.1% |
| 1Y | +19.0% | -25.6% | +44.6% | +30.6% |
| 3Y | +56.5% | -12.1% | +68.6% | +49.5% |
| 5Y | +33.3% | -33.8% | +67.1% | +42.9% |
| 10Y | +165.1% | +45.1% | +120.0% | +63.7% |
| All | +3,595.6% | +745.1% | +2,850.5% | +569.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling