+376.2%
EQT vs DLR
+3,536.4%
-3,160.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.7% |
| 30D | +1.1% | -2.9% | +3.9% | +2.0% |
| 3M | +4.8% | +3.2% | +1.6% | +2.8% |
| 6M | -10.6% | +3.9% | -14.5% | -12.7% |
| YTD | +3.4% | +21.4% | -18.0% | -4.6% |
| 1Y | +8.7% | +9.7% | -1.0% | +3.7% |
| 3Y | +35.0% | +56.5% | -21.6% | +12.8% |
| 5Y | +204.2% | +41.5% | +162.7% | +155.9% |
| 10Y | +52.5% | +171.3% | -118.8% | -4.1% |
| All | +376.2% | +3,536.4% | -3,160.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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