+238.8%
EQX vs RL
+284.3%
-45.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -3.2% | -3.4% | +0.2% | -2.7% |
| 30D | +7.8% | -14.4% | +22.2% | +10.1% |
| 3M | +21.3% | -13.6% | +34.9% | +23.8% |
| 6M | -22.4% | +0.6% | -23.0% | -22.5% |
| YTD | -11.3% | -3.6% | -7.7% | -11.1% |
| 1Y | +13.5% | +8.3% | +5.2% | +12.1% |
| 3Y | +162.1% | +204.8% | -42.6% | +126.1% |
| 5Y | +84.2% | +232.9% | -148.8% | +54.6% |
| All | +238.8% | +284.3% | -45.5% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling