+176.7%
EQT vs DG
+551.9%
-375.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.2% | -6.3% | +5.1% | -0.1% |
| 30D | +1.1% | +2.4% | -1.3% | +0.6% |
| 3M | +4.8% | +12.4% | -7.6% | +2.2% |
| 6M | -10.6% | -14.9% | +4.3% | -8.6% |
| YTD | +3.4% | -6.1% | +9.5% | +3.7% |
| 1Y | +8.7% | +17.9% | -9.2% | +4.0% |
| 3Y | +35.0% | +3.1% | +31.8% | +27.4% |
| 5Y | +204.2% | -38.7% | +242.9% | +223.1% |
| 10Y | +52.5% | +99.6% | -47.2% | +16.9% |
| All | +176.7% | +551.9% | -375.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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