+3,140.2%
EFX vs DAR
+1,481.7%
+1,658.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.0% |
| 7D | -3.6% | +9.2% | -12.8% | -4.2% |
| 30D | +25.3% | -12.3% | +37.6% | +26.2% |
| 3M | +3.8% | -12.7% | +16.5% | +4.5% |
| 6M | +12.7% | -12.8% | +25.5% | +13.3% |
| YTD | -13.1% | +53.8% | -66.9% | -15.9% |
| 1Y | -9.3% | +60.3% | -69.6% | -12.5% |
| 3Y | +3.5% | +31.7% | -28.2% | +0.4% |
| 5Y | -30.6% | -27.7% | -2.9% | -30.6% |
| 10Y | +80.2% | +309.8% | -229.6% | +63.1% |
| All | +3,140.2% | +1,481.7% | +1,658.4% | +3,174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling