+72.2%
EQX vs RJF
+104.0%
-31.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.2% | -2.7% | -0.5% | -2.8% |
| 30D | +7.8% | -4.3% | +12.0% | +8.5% |
| 3M | +21.3% | +15.7% | +5.6% | +18.7% |
| 6M | -22.4% | +17.8% | -40.2% | -24.3% |
| YTD | -11.3% | +9.2% | -20.5% | -12.8% |
| 1Y | +13.5% | +2.8% | +10.7% | +12.5% |
| 3Y | +162.1% | +69.5% | +92.7% | +136.9% |
| All | +72.2% | +104.0% | -31.8% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling