+45.0%
DPZ vs EQX
+244.1%
-199.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.2% |
| 7D | -7.3% | +1.7% | -9.0% | -7.4% |
| 30D | -7.6% | +11.1% | -18.7% | -8.1% |
| 3M | +1.8% | +23.1% | -21.3% | +0.5% |
| 6M | -21.8% | -21.8% | 0.0% | -21.1% |
| YTD | -22.0% | -8.1% | -13.9% | -22.3% |
| 1Y | -28.6% | +29.7% | -58.3% | -30.5% |
| 3Y | -13.1% | +179.9% | -193.0% | -20.3% |
| 5Y | -33.2% | +82.5% | -115.7% | -38.9% |
| All | +45.0% | +244.1% | -199.1% | +43.3% |
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 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