-36.6%
EFX vs DRI
+68.4%
-105.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.4% |
| 7D | -9.4% | -4.8% | -4.6% | -7.5% |
| 30D | -6.9% | -3.9% | -3.0% | -5.5% |
| 3M | +0.1% | +5.1% | -5.0% | -2.4% |
| 6M | -17.3% | +5.5% | -22.8% | -19.9% |
| YTD | -21.8% | +16.5% | -38.3% | -28.2% |
| 1Y | -32.5% | +2.0% | -34.5% | -34.3% |
| 3Y | -12.3% | +54.5% | -66.8% | -32.1% |
| 5Y | -36.6% | +66.6% | -103.2% | -54.4% |
| All | -36.6% | +68.4% | -105.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling