+38.9%
EFX vs DAR
+375.1%
-336.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -11.1% | +0.9% | -12.1% | -11.3% |
| 30D | -7.4% | +6.4% | -13.8% | -8.9% |
| 3M | +1.5% | +13.2% | -11.8% | -2.1% |
| 6M | -13.7% | +26.2% | -39.9% | -19.3% |
| YTD | -21.9% | +84.4% | -106.2% | -33.7% |
| 1Y | -30.8% | +112.0% | -142.8% | -43.7% |
| 3Y | -12.4% | +13.4% | -25.7% | -19.1% |
| 5Y | -35.9% | -6.0% | -29.9% | -39.6% |
| All | +38.9% | +375.1% | -336.2% | -21.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling