+162.1%
EQX vs URA
+101.1%
+61.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.4% |
| 7D | -3.2% | -5.5% | +2.3% | -0.3% |
| 30D | +7.8% | -3.7% | +11.5% | +9.9% |
| 3M | +21.3% | -2.9% | +24.2% | +23.5% |
| 6M | -22.4% | -15.2% | -7.2% | -15.4% |
| YTD | -11.3% | +1.9% | -13.2% | -10.3% |
| 1Y | +13.5% | +6.9% | +6.6% | +11.5% |
| 3Y | +162.1% | +99.6% | +62.5% | +92.3% |
| All | +162.1% | +101.1% | +61.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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