+207.2%
UMC vs EQX
+42.9%
+164.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +6.9% | +5.0% |
| 7D | +5.0% | -1.4% | +6.3% | +5.1% |
| 30D | +7.7% | +24.4% | -16.7% | +2.7% |
| 3M | +1.7% | +11.6% | -10.0% | -1.8% |
| 6M | +113.9% | -25.0% | +138.9% | +119.3% |
| YTD | +168.9% | -8.4% | +177.3% | +169.6% |
| 1Y | +207.2% | +43.4% | +163.8% | +207.1% |
| All | +207.2% | +42.9% | +164.3% | +207.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling