+115.6%
DT vs EFX
+28.2%
+87.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -2.5% | -11.1% | +8.6% | +3.1% |
| 30D | +3.5% | -7.4% | +10.9% | +7.3% |
| 3M | +26.7% | +1.5% | +25.2% | +24.4% |
| 6M | +36.1% | -13.7% | +49.8% | +44.4% |
| YTD | +18.6% | -21.9% | +40.5% | +31.4% |
| 1Y | +7.9% | -30.8% | +38.7% | +25.9% |
| 3Y | +8.6% | -12.4% | +20.9% | +3.9% |
| 5Y | -26.7% | -35.9% | +9.3% | -18.0% |
| All | +115.6% | +28.2% | +87.4% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling