+195.6%
EQT vs DRI
+63.6%
+132.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.2% | -4.8% | +3.7% | +0.1% |
| 30D | +1.1% | -5.2% | +6.3% | +2.3% |
| 3M | +4.8% | +2.7% | +2.1% | +3.7% |
| 6M | -10.6% | +3.6% | -14.2% | -12.0% |
| YTD | +3.4% | +15.4% | -12.0% | -1.9% |
| 1Y | +8.7% | +1.3% | +7.4% | +7.1% |
| 3Y | +35.0% | +53.1% | -18.1% | +14.1% |
| All | +195.6% | +63.6% | +132.0% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling