-19.3%
DECK vs EQX
+129.7%
-149.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -4.1% |
| 7D | -3.7% | -8.3% | +4.7% | -3.2% |
| 30D | +0.6% | -4.7% | +5.3% | +0.7% |
| 3M | -7.3% | -10.1% | +2.8% | -7.1% |
| 6M | -10.9% | -29.9% | +19.0% | -10.2% |
| YTD | -18.5% | -26.0% | +7.6% | -18.3% |
| 1Y | +0.2% | -21.0% | +21.1% | +0.1% |
| All | -19.3% | +129.7% | -149.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling