-25.6%
EFX vs DAR
+104.4%
-129.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.4% |
| 7D | -8.6% | +1.4% | -10.0% | -8.6% |
| 30D | +0.1% | +12.8% | -12.7% | 0.0% |
| 3M | +3.8% | +7.4% | -3.5% | +3.7% |
| 6M | -13.5% | +22.3% | -35.8% | -14.6% |
| YTD | -17.7% | +81.1% | -98.7% | -23.3% |
| 1Y | -25.6% | +106.5% | -132.1% | -32.7% |
| All | -25.6% | +104.4% | -129.9% | -32.7% |
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