+233.4%
EQX vs RJF
+300.4%
-67.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -5.0% |
| 7D | -7.0% | -4.2% | -2.8% | -6.7% |
| 30D | +4.8% | -3.6% | +8.4% | +5.1% |
| 3M | +25.6% | +15.6% | +10.0% | +24.4% |
| 6M | -25.8% | +17.6% | -43.4% | -26.6% |
| YTD | -12.7% | +9.2% | -22.0% | -13.4% |
| 1Y | +14.1% | +5.5% | +8.5% | +13.4% |
| 3Y | +165.7% | +70.3% | +95.4% | +156.2% |
| 5Y | +81.2% | +106.0% | -24.8% | +75.4% |
| All | +233.4% | +300.4% | -67.0% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling