-35.7%
DOW vs EQX
+168.9%
-204.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | -1.4% | -3.2% | +1.8% | -1.3% |
| 30D | -3.9% | +7.8% | -11.7% | -4.4% |
| 3M | -12.7% | +21.3% | -34.0% | -13.7% |
| 6M | -13.7% | -22.4% | +8.7% | -12.6% |
| YTD | +28.4% | -11.3% | +39.7% | +28.0% |
| 1Y | +21.8% | +13.5% | +8.2% | +18.6% |
| 3Y | -35.7% | +162.1% | -197.8% | -43.8% |
| All | -35.7% | +168.9% | -204.6% | -43.8% |
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