+85.0%
DAL vs EQX
+176.1%
-91.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | -10.5% | +9.4% | +0.1% |
| 30D | +12.8% | +0.2% | +12.6% | +12.7% |
| 3M | -5.3% | -7.9% | +2.6% | -4.7% |
| 6M | +22.4% | -28.6% | +51.0% | +25.6% |
| YTD | +25.6% | -26.3% | +51.9% | +27.4% |
| 1Y | +45.5% | -20.2% | +65.7% | +46.3% |
| 3Y | +161.0% | +131.1% | +29.9% | +130.0% |
| 5Y | +112.2% | +21.7% | +90.6% | +91.8% |
| All | +85.0% | +176.1% | -91.1% | +99.9% |
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