+72.2%
EQX vs DRI
+65.5%
+6.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.2% | -3.2% | 0.0% | -2.5% |
| 30D | +7.8% | -7.8% | +15.6% | +9.6% |
| 3M | +21.3% | +0.4% | +21.0% | +21.1% |
| 6M | -22.4% | +4.8% | -27.2% | -23.4% |
| YTD | -11.3% | +16.7% | -28.0% | -15.1% |
| 1Y | +13.5% | +1.5% | +12.0% | +12.4% |
| 3Y | +162.1% | +56.3% | +105.9% | +119.8% |
| All | +72.2% | +65.5% | +6.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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