+53.7%
EQX vs COMP
-47.7%
+101.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | +24.4% | -13.3% | +37.7% | +26.5% |
| 3M | +11.6% | +41.1% | -29.5% | +6.7% |
| 6M | -25.0% | +17.2% | -42.2% | -27.3% |
| YTD | -8.4% | +5.2% | -13.6% | -10.4% |
| 1Y | +43.4% | +18.9% | +24.5% | +37.6% |
| 3Y | +162.0% | +215.9% | -53.9% | +109.2% |
| 5Y | +70.1% | -31.2% | +101.3% | +34.2% |
| All | +53.7% | -47.7% | +101.4% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling