-11.7%
EQT vs DRI
+6.8%
-18.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -1.0% |
| 7D | -2.0% | -4.8% | +2.8% | -2.5% |
| 30D | +1.0% | -3.9% | +4.9% | +0.7% |
| 3M | +4.0% | +5.1% | -1.1% | +5.2% |
| 6M | -11.7% | +5.5% | -17.2% | -10.2% |
| All | -11.7% | +6.8% | -18.5% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling