+162.1%
EQX vs DTE
+43.4%
+118.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | -3.2% | -2.6% | -0.6% | -2.2% |
| 30D | +7.8% | -4.4% | +12.2% | +9.7% |
| 3M | +21.3% | -8.3% | +29.7% | +25.4% |
| 6M | -22.4% | -8.1% | -14.3% | -20.0% |
| YTD | -11.3% | +4.4% | -15.7% | -14.0% |
| 1Y | +13.5% | +0.2% | +13.3% | +12.4% |
| 3Y | +162.1% | +42.6% | +119.5% | +94.9% |
| All | +162.1% | +43.4% | +118.7% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling