+334.9%
EQT vs DT
+101.6%
+233.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -1.2% | -2.5% | +1.4% | -0.9% |
| 30D | +1.1% | +3.5% | -2.5% | +0.6% |
| 3M | +4.8% | +26.7% | -21.9% | +1.5% |
| 6M | -10.6% | +36.1% | -46.7% | -14.5% |
| YTD | +3.4% | +18.6% | -15.2% | +0.4% |
| 1Y | +8.7% | +7.9% | +0.8% | +6.7% |
| 3Y | +35.0% | +8.6% | +26.4% | +31.4% |
| 5Y | +204.2% | -26.7% | +230.9% | +193.7% |
| All | +334.9% | +101.6% | +233.3% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling