-4.9%
EQT vs DRI
+34.0%
-38.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -2.8% |
| 7D | -6.6% | +6.5% | -13.1% | -6.1% |
| 30D | +2.7% | +16.4% | -13.7% | +3.8% |
| 3M | -0.2% | +13.6% | -13.8% | +0.8% |
| 6M | -10.6% | +22.0% | -32.6% | -8.8% |
| YTD | -1.2% | +29.3% | -30.5% | +1.4% |
| 1Y | -4.9% | +32.0% | -36.9% | -2.2% |
| All | -4.9% | +34.0% | -38.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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