+251.1%
EQX vs URA
+414.9%
-163.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +1.7% | +5.7% | -4.0% | -1.2% |
| 30D | +11.1% | +5.6% | +5.5% | +8.0% |
| 3M | +23.1% | +6.2% | +16.9% | +19.8% |
| 6M | -21.8% | -8.2% | -13.6% | -18.1% |
| YTD | -8.1% | +9.7% | -17.8% | -11.5% |
| 1Y | +29.7% | +17.0% | +12.7% | +19.7% |
| 3Y | +179.9% | +118.5% | +61.4% | +82.8% |
| 5Y | +82.5% | +134.3% | -51.8% | +11.1% |
| All | +251.1% | +414.9% | -163.8% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling