+56.7%
D vs EQX
+168.9%
-112.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.1% |
| 30D | -4.5% | +7.8% | -12.2% | -4.9% |
| 3M | -2.5% | +21.3% | -23.9% | -3.7% |
| 6M | +5.5% | -22.4% | +28.0% | +6.7% |
| YTD | +13.3% | -11.3% | +24.6% | +13.2% |
| 1Y | +11.8% | +13.5% | -1.7% | +9.5% |
| 3Y | +56.7% | +162.1% | -105.4% | +36.9% |
| All | +56.7% | +168.9% | -112.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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