+47.1%
EQT vs DGX
+255.3%
-208.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | 0.0% | -1.2% | +1.2% | +0.3% |
| 3M | +5.9% | +15.8% | -9.8% | +1.2% |
| 6M | -14.8% | +18.2% | -33.0% | -19.3% |
| YTD | +1.8% | +37.2% | -35.4% | -8.5% |
| 1Y | +7.4% | +30.4% | -23.0% | -2.0% |
| 3Y | +33.6% | +96.7% | -63.1% | +5.3% |
| 5Y | +199.3% | +67.2% | +132.2% | +144.7% |
| All | +47.1% | +255.3% | -208.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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