+13.5%
EQX vs RL
+8.8%
+4.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.2% | -3.4% | +0.2% | -2.1% |
| 30D | +7.8% | -14.4% | +22.2% | +13.7% |
| 3M | +21.3% | -13.6% | +34.9% | +27.3% |
| 6M | -22.4% | +0.6% | -23.0% | -23.0% |
| YTD | -11.3% | -3.6% | -7.7% | -13.3% |
| 1Y | +13.5% | +8.3% | +5.2% | +5.9% |
| All | +13.5% | +8.8% | +4.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling