+49.5%
EQT vs DD
+67.0%
-17.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | +1.1% | -11.5% | +12.6% | +6.5% |
| 3M | +4.8% | -5.4% | +10.2% | +6.8% |
| 6M | -10.6% | -6.9% | -3.7% | -9.2% |
| YTD | +3.4% | +6.9% | -3.4% | -2.3% |
| 1Y | +8.7% | +35.6% | -27.0% | -8.7% |
| 3Y | +35.0% | +42.5% | -7.6% | +6.1% |
| 5Y | +204.2% | +58.5% | +145.8% | +122.7% |
| All | +49.5% | +67.0% | -17.5% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling