+30.5%
UAL vs EQX
+232.0%
-201.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | -12.2% | +7.8% | -20.0% | -13.2% |
| 3M | -2.5% | +21.3% | -23.8% | -5.3% |
| 6M | +21.1% | -22.4% | +43.5% | +23.8% |
| YTD | -1.8% | -11.3% | +9.5% | -1.8% |
| 1Y | +0.4% | +13.5% | -13.1% | -2.8% |
| 3Y | +130.3% | +162.1% | -31.9% | +95.6% |
| 5Y | +147.7% | +84.2% | +63.5% | +109.6% |
| All | +30.5% | +232.0% | -201.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling