-13.0%
EFX vs DAR
+9.6%
-22.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -9.4% | -0.2% | -9.2% | -9.4% |
| 30D | -6.9% | +7.4% | -14.3% | -8.0% |
| 3M | +0.1% | +15.7% | -15.6% | -2.5% |
| 6M | -17.3% | +30.0% | -47.4% | -21.3% |
| YTD | -21.8% | +87.5% | -109.4% | -30.7% |
| 1Y | -32.5% | +113.4% | -145.9% | -42.0% |
| All | -13.0% | +9.6% | -22.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling