-4.9%
EQT vs DT
-5.1%
+0.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -6.6% | -25.5% | +18.9% | -6.4% |
| 30D | +2.7% | -22.3% | +25.0% | +2.9% |
| 3M | -0.2% | +2.3% | -2.5% | +0.1% |
| 6M | -10.6% | +20.7% | -31.3% | -10.8% |
| YTD | -1.2% | +7.9% | -9.1% | +1.5% |
| 1Y | -4.9% | -5.7% | +0.9% | +0.4% |
| All | -4.9% | -5.1% | +0.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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