+115.6%
DT vs EQX
+148.0%
-32.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.3% |
| 7D | -2.5% | -7.0% | +4.5% | -1.6% |
| 30D | +3.5% | +4.8% | -1.3% | +2.6% |
| 3M | +26.7% | +25.6% | +1.1% | +22.3% |
| 6M | +36.1% | -25.8% | +62.0% | +39.7% |
| YTD | +18.6% | -12.7% | +31.4% | +18.0% |
| 1Y | +7.9% | +14.1% | -6.2% | +2.5% |
| 3Y | +8.6% | +165.7% | -157.2% | -14.7% |
| 5Y | -26.7% | +81.2% | -107.9% | -41.1% |
| All | +115.6% | +148.0% | -32.4% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling