+81.2%
EQX vs RL
+223.8%
-142.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.1% |
| 7D | -7.0% | -2.2% | -4.8% | -6.5% |
| 30D | +4.8% | -15.3% | +20.2% | +9.4% |
| 3M | +25.6% | -10.3% | +36.0% | +29.1% |
| 6M | -25.8% | -2.2% | -23.6% | -25.7% |
| YTD | -12.7% | -4.3% | -8.4% | -12.5% |
| 1Y | +14.1% | +8.9% | +5.2% | +10.7% |
| 3Y | +165.7% | +201.4% | -35.7% | +86.1% |
| 5Y | +81.2% | +230.6% | -149.3% | +16.4% |
| All | +81.2% | +223.8% | -142.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling