+14.1%
EQX vs COMP
+7.7%
+6.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.1% | +0.1% | -4.1% |
| 7D | -7.0% | -8.4% | +1.4% | -5.4% |
| 30D | +4.8% | -20.2% | +25.0% | +9.1% |
| 3M | +25.6% | +28.1% | -2.4% | +20.4% |
| 6M | -25.8% | +14.9% | -40.7% | -29.5% |
| YTD | -12.7% | -4.2% | -8.6% | -17.0% |
| 1Y | +14.1% | +10.2% | +3.8% | +12.6% |
| All | +14.1% | +7.7% | +6.4% | +12.6% |
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