+137.5%
UAL vs EQX
+80.7%
+56.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | 0.0% |
| 7D | -2.0% | -7.0% | +5.0% | -1.2% |
| 30D | -15.7% | +4.8% | -20.5% | -16.2% |
| 3M | +3.6% | +25.6% | -22.0% | +0.7% |
| 6M | +16.9% | -25.8% | +42.7% | +19.3% |
| YTD | -4.8% | -12.7% | +8.0% | -4.7% |
| 1Y | -0.9% | +14.1% | -15.0% | -3.4% |
| 3Y | +124.5% | +165.7% | -41.3% | +99.4% |
| All | +137.5% | +80.7% | +56.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling