+7.8%
EQT vs DD
+41.5%
-33.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +1.1% | -3.5% | +4.6% | +1.3% |
| 30D | +7.7% | -10.3% | +18.0% | +8.4% |
| 3M | +0.2% | -7.5% | +7.7% | +0.7% |
| 6M | -9.5% | -8.0% | -1.5% | -9.0% |
| YTD | +3.8% | +10.5% | -6.6% | -0.6% |
| 1Y | +7.8% | +38.3% | -30.5% | -0.4% |
| All | +7.8% | +41.5% | -33.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling