+6,869.6%
EFX vs DD
+1,141.0%
+5,728.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -0.8% | +5.0% | -5.7% | -2.5% |
| 30D | +25.1% | +19.7% | +5.4% | +17.3% |
| 3M | +1.7% | +7.2% | -5.5% | -1.2% |
| 6M | +18.4% | +1.0% | +17.3% | +16.9% |
| YTD | -12.5% | +29.1% | -41.6% | -21.4% |
| 1Y | -8.1% | +28.5% | -36.6% | -17.3% |
| 3Y | +4.8% | +89.4% | -84.7% | -19.3% |
| 5Y | -30.1% | +67.1% | -97.3% | -44.2% |
| 10Y | +81.5% | +97.5% | -16.1% | +27.4% |
| All | +6,869.6% | +1,141.0% | +5,728.7% | +2,092.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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