+245.4%
EQX vs DRI
+167.3%
+78.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | +9.4% | -0.4% | +9.8% | +9.4% |
| 3M | +16.8% | +9.5% | +7.3% | +15.0% |
| 6M | -23.7% | +6.5% | -30.1% | -24.7% |
| YTD | -9.6% | +18.4% | -28.0% | -12.7% |
| 1Y | +29.1% | +4.2% | +24.9% | +27.3% |
| 3Y | +175.3% | +57.1% | +118.2% | +148.1% |
| 5Y | +77.3% | +70.4% | +6.8% | +55.8% |
| All | +245.4% | +167.3% | +78.1% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling