+57.9%
DLR vs EQX
+168.9%
-111.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 6M | +5.8% | -22.4% | +28.3% | +6.9% |
| YTD | +23.5% | -11.3% | +34.9% | +23.1% |
| 1Y | +11.1% | +13.5% | -2.4% | +8.3% |
| 3Y | +57.9% | +162.1% | -104.3% | +40.3% |
| All | +57.9% | +168.9% | -111.1% | +40.3% |
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