+70.9%
DAL vs EQX
+232.0%
-161.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | -11.1% | +7.8% | -18.9% | -11.9% |
| 3M | -2.1% | +21.3% | -23.4% | -4.4% |
| 6M | +35.8% | -22.4% | +58.2% | +38.0% |
| YTD | +16.0% | -11.3% | +27.4% | +15.7% |
| 1Y | +33.7% | +13.5% | +20.2% | +29.6% |
| 3Y | +102.3% | +162.1% | -59.9% | +75.6% |
| 5Y | +110.3% | +84.2% | +26.1% | +81.6% |
| All | +70.9% | +232.0% | -161.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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