+9.2%
EQX vs COMP
+23.8%
-14.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +7.7% | +5.1% | +10.7% |
| 7D | +7.6% | +9.5% | -1.9% | +5.3% |
| 30D | +0.4% | +8.1% | -7.6% | -1.8% |
| 3M | +18.0% | -16.3% | +34.3% | +21.9% |
| 6M | -18.4% | +42.2% | -60.6% | -25.5% |
| YTD | -19.3% | -5.0% | -14.3% | -24.4% |
| 1Y | +9.2% | +20.1% | -10.9% | -0.3% |
| All | +9.2% | +23.8% | -14.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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