+2,286.9%
EQT vs DRI
+7,313.6%
-5,026.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -2.0% | -4.8% | +2.8% | -1.0% |
| 30D | +1.0% | -3.9% | +4.9% | +1.7% |
| 3M | +4.0% | +5.1% | -1.1% | +2.7% |
| 6M | -11.7% | +5.5% | -17.2% | -13.1% |
| YTD | +2.8% | +16.5% | -13.7% | -1.1% |
| 1Y | +10.0% | +2.0% | +8.0% | +8.5% |
| 3Y | +34.1% | +54.5% | -20.4% | +20.6% |
| 5Y | +195.3% | +66.6% | +128.7% | +159.6% |
| 10Y | +51.6% | +353.6% | -302.1% | +0.6% |
| All | +2,286.9% | +7,313.6% | -5,026.6% | +1,052.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling