+142.1%
EQX vs COMP
+426.2%
-284.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.2% |
| 7D | -4.3% | +2.2% | -6.4% | -4.6% |
| 30D | -3.6% | +16.3% | -19.9% | -5.3% |
| 3M | -7.2% | -19.1% | +12.0% | -5.5% |
| 6M | -27.1% | +17.1% | -44.2% | -28.5% |
| YTD | -22.8% | -2.9% | -19.8% | -24.2% |
| 1Y | -12.5% | +8.8% | -21.3% | -14.7% |
| All | +142.1% | +426.2% | -284.1% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling