-6.7%
EFX vs DAR
+63.3%
-70.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.0% |
| 7D | +9.2% | -5.7% | +14.9% | +8.3% |
| 30D | +34.8% | -16.6% | +51.4% | +31.8% |
| 3M | +8.8% | -13.1% | +21.9% | +6.7% |
| 6M | +12.3% | -18.8% | +31.1% | +9.9% |
| YTD | -10.6% | +45.3% | -55.9% | -15.5% |
| 1Y | -6.7% | +60.6% | -67.4% | -13.9% |
| All | -6.7% | +63.3% | -70.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling