+72.2%
EQX vs DD
+56.1%
+16.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.2% | -3.5% | +0.3% | -1.6% |
| 30D | +7.8% | -11.7% | +19.4% | +14.2% |
| 3M | +21.3% | -9.2% | +30.6% | +27.1% |
| 6M | -22.4% | -7.2% | -15.2% | -19.2% |
| YTD | -11.3% | +6.6% | -17.9% | -12.4% |
| 1Y | +13.5% | +32.0% | -18.5% | +2.5% |
| 3Y | +162.1% | +42.1% | +120.0% | +123.8% |
| All | +72.2% | +56.1% | +16.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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