+2,971.4%
EFX vs DAR
+1,762.6%
+1,208.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -8.6% | +1.4% | -10.0% | -8.7% |
| 30D | +0.1% | +12.8% | -12.7% | -0.7% |
| 3M | +3.8% | +7.4% | -3.5% | +3.2% |
| 6M | -13.5% | +22.3% | -35.8% | -14.8% |
| YTD | -17.7% | +81.1% | -98.7% | -21.0% |
| 1Y | -25.6% | +106.5% | -132.1% | -29.2% |
| 3Y | -12.1% | +5.3% | -17.4% | -13.6% |
| 5Y | -33.8% | -11.5% | -22.3% | -34.5% |
| 10Y | +45.1% | +353.3% | -308.2% | +30.6% |
| All | +2,971.4% | +1,762.6% | +1,208.8% | +2,976.0% |
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