+297.8%
DECK vs EQX
+243.0%
+54.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +1.7% |
| 7D | -2.2% | -1.4% | -0.8% | -2.1% |
| 30D | -13.6% | +24.4% | -38.0% | -15.0% |
| 3M | -21.2% | +11.6% | -32.9% | -22.1% |
| 6M | -21.1% | -25.0% | +3.9% | -20.1% |
| YTD | -17.2% | -8.4% | -8.8% | -17.6% |
| 1Y | -30.7% | +43.4% | -74.2% | -33.7% |
| 3Y | -3.4% | +162.0% | -165.3% | -14.1% |
| 5Y | +25.5% | +70.1% | -44.6% | +13.4% |
| All | +297.8% | +243.0% | +54.7% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling