+282.9%
DECK vs EQX
+238.5%
+44.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.7% |
| 7D | -2.3% | +3.8% | -6.1% | -2.6% |
| 30D | -15.2% | +9.4% | -24.6% | -15.8% |
| 3M | -24.7% | +16.8% | -41.6% | -25.7% |
| 6M | -20.8% | -23.7% | +2.9% | -19.8% |
| YTD | -20.3% | -9.6% | -10.7% | -20.7% |
| 1Y | -29.5% | +29.1% | -58.6% | -31.9% |
| 3Y | -6.0% | +175.3% | -181.3% | -16.9% |
| 5Y | +23.5% | +77.3% | -53.8% | +10.9% |
| All | +282.9% | +238.5% | +44.4% | +269.0% |
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