-29.4%
EFX vs DRI
+75.0%
-104.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.3% | +4.2% | -4.0% | -1.6% |
| 30D | +29.1% | +15.7% | +13.4% | +21.2% |
| 3M | +4.3% | +5.8% | -1.5% | +1.5% |
| 6M | +7.7% | +18.4% | -10.7% | -0.5% |
| YTD | -12.5% | +28.2% | -40.7% | -23.1% |
| 1Y | -8.8% | +35.9% | -44.7% | -22.3% |
| 3Y | +4.3% | +67.7% | -63.4% | -22.6% |
| 5Y | -29.4% | +77.9% | -107.3% | -51.0% |
| All | -29.4% | +75.0% | -104.4% | -51.0% |
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 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