+251.1%
EQX vs RBA
+187.7%
+63.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.2% |
| 30D | +11.1% | -13.0% | +24.1% | +15.0% |
| 3M | +23.1% | -23.1% | +46.2% | +30.3% |
| 6M | -21.8% | -22.6% | +0.7% | -17.5% |
| YTD | -8.1% | -20.4% | +12.3% | -4.0% |
| 1Y | +29.7% | -29.6% | +59.3% | +40.1% |
| 3Y | +179.9% | +26.6% | +153.4% | +152.8% |
| 5Y | +82.5% | +38.2% | +44.3% | +57.7% |
| All | +251.1% | +187.7% | +63.4% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 all: compounded portfolio wealth divided by compounded RBA 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…
all analysis · Full analysis span regression · 6 months rolling