+162.1%
EQX vs DG
+4.6%
+157.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -3.2% | -6.5% | +3.3% | -2.4% |
| 30D | +7.8% | +4.2% | +3.6% | +7.1% |
| 3M | +21.3% | +9.5% | +11.8% | +19.3% |
| 6M | -22.4% | -13.1% | -9.3% | -21.2% |
| YTD | -11.3% | -4.8% | -6.5% | -10.7% |
| 1Y | +13.5% | +20.6% | -7.1% | +11.4% |
| 3Y | +162.1% | +4.9% | +157.2% | +110.9% |
| All | +162.1% | +4.6% | +157.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling