+78.4%
EFX vs DRI
+330.2%
-251.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | +25.3% | +10.8% | +14.4% | +21.8% |
| 3M | +3.8% | +0.9% | +2.9% | +3.5% |
| 6M | +12.7% | +16.3% | -3.6% | +7.8% |
| YTD | -13.1% | +27.8% | -40.9% | -19.5% |
| 1Y | -9.3% | +33.9% | -43.2% | -17.1% |
| 3Y | +3.5% | +67.2% | -63.7% | -11.7% |
| 5Y | -30.6% | +79.0% | -109.6% | -42.3% |
| All | +78.4% | +330.2% | -251.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling