-9.3%
DPZ vs EQX
+174.7%
-184.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.6% |
| 7D | -1.5% | +3.8% | -5.2% | -1.6% |
| 30D | -4.4% | +9.4% | -13.8% | -4.8% |
| 3M | +7.6% | +16.8% | -9.2% | +6.8% |
| 6M | -16.9% | -23.7% | +6.7% | -16.0% |
| YTD | -18.6% | -9.6% | -9.0% | -18.7% |
| 1Y | -26.7% | +29.1% | -55.8% | -28.8% |
| 3Y | -9.3% | +175.3% | -184.6% | -17.2% |
| All | -9.3% | +174.7% | -184.0% | -17.2% |
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