+2,918.4%
EFX vs DRI
+8,070.6%
-5,152.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +27.9% | +14.7% | +13.2% | +23.5% |
| 3M | +3.8% | +5.4% | -1.6% | +2.4% |
| 6M | +13.0% | +18.8% | -5.8% | +7.9% |
| YTD | -12.4% | +28.4% | -40.7% | -18.4% |
| 1Y | -10.4% | +37.7% | -48.0% | -18.1% |
| 3Y | +4.4% | +68.0% | -63.5% | -10.0% |
| 5Y | -28.9% | +78.8% | -107.7% | -39.8% |
| 10Y | +81.7% | +334.2% | -252.4% | +13.9% |
| All | +2,918.4% | +8,070.6% | -5,152.2% | +987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling