Stock and ETF performance explorer

EQR vs RL

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1y.

Portfolio and benchmark returns by period
Period	Portfolio	RL	Excess	Alpha
1D	0.0%	0.0%	0.0%	N/A
7D	-3.5%	-4.2%	+0.7%	N/A
30D	-6.8%	-3.8%	-3.0%	N/A
All	-7.7%	-3.5%	-4.2%	N/A

Daily percentage return beside RL.

Portfolio return minus RL return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.