+72.2%
EQX vs DVA
+46.8%
+25.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +7.8% | 0.0% | +7.7% | +7.7% |
| 3M | +21.3% | -10.9% | +32.3% | +22.1% |
| 6M | -22.4% | +17.3% | -39.7% | -25.7% |
| YTD | -11.3% | +59.8% | -71.1% | -20.1% |
| 1Y | +13.5% | +36.3% | -22.8% | +5.0% |
| 3Y | +162.1% | +88.6% | +73.5% | +120.7% |
| All | +72.2% | +46.8% | +25.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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