+245.4%
EQX vs REPL
+49.9%
+195.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.3% |
| 7D | +3.8% | -5.7% | +9.5% | +3.9% |
| 30D | +9.4% | +22.5% | -13.1% | +8.6% |
| 3M | +16.8% | +64.7% | -47.8% | +13.6% |
| 6M | -23.7% | +83.0% | -106.7% | -28.7% |
| YTD | -9.6% | +52.0% | -61.6% | -15.1% |
| 1Y | +29.1% | +144.5% | -115.4% | +17.6% |
| 3Y | +175.3% | -25.1% | +200.4% | +145.5% |
| 5Y | +77.3% | -52.9% | +130.1% | +58.6% |
| All | +245.4% | +49.9% | +195.4% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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