+233.4%
EQX vs DG
+28.5%
+204.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.9% |
| 7D | -7.0% | -6.3% | -0.7% | -6.2% |
| 30D | +4.8% | +2.4% | +2.4% | +4.4% |
| 3M | +25.6% | +12.4% | +13.2% | +23.2% |
| 6M | -25.8% | -14.9% | -10.9% | -24.6% |
| YTD | -12.7% | -6.1% | -6.7% | -12.2% |
| 1Y | +14.1% | +17.9% | -3.8% | +11.6% |
| 3Y | +165.7% | +3.1% | +162.6% | +158.6% |
| 5Y | +81.2% | -38.7% | +119.9% | +88.0% |
| All | +233.4% | +28.5% | +204.8% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling