+135.9%
DLR vs EQX
+232.0%
-96.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | -4.3% | +7.8% | -12.1% | -5.0% |
| 3M | +3.8% | +21.3% | -17.5% | +1.8% |
| 6M | +5.8% | -22.4% | +28.3% | +7.3% |
| YTD | +23.5% | -11.3% | +34.9% | +23.3% |
| 1Y | +11.1% | +13.5% | -2.4% | +8.1% |
| 3Y | +57.9% | +162.1% | -104.3% | +39.5% |
| 5Y | +44.0% | +84.2% | -40.2% | +25.2% |
| All | +135.9% | +232.0% | -96.1% | +123.1% |
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