+121.6%
URI vs EQX
+164.6%
-43.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -3.4% |
| 7D | -0.5% | -7.0% | +6.5% | +0.2% |
| 30D | -13.4% | +4.8% | -18.2% | -13.8% |
| 3M | -6.2% | +25.6% | -31.8% | -8.3% |
| 6M | +28.0% | -25.8% | +53.8% | +30.2% |
| YTD | +23.0% | -12.7% | +35.7% | +23.0% |
| 1Y | +5.5% | +14.1% | -8.5% | +3.2% |
| All | +121.6% | +164.6% | -43.0% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling