+6.9%
EQX vs DTE
+4.1%
+2.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -0.9% | +5.2% | -6.1% | -2.0% |
| 3M | +9.5% | -2.5% | +12.1% | +9.8% |
| 6M | -16.8% | -4.4% | -12.4% | -16.7% |
| YTD | -19.3% | +7.2% | -26.5% | -21.9% |
| 1Y | +6.9% | +4.1% | +2.7% | +5.3% |
| All | +6.9% | +4.1% | +2.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling