+245.4%
EQX vs RL
+293.5%
-48.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | +9.4% | -12.2% | +21.6% | +11.4% |
| 3M | +16.8% | -6.6% | +23.5% | +18.0% |
| 6M | -23.7% | +3.2% | -26.8% | -24.0% |
| YTD | -9.6% | -1.3% | -8.3% | -9.7% |
| 1Y | +29.1% | +13.6% | +15.5% | +26.7% |
| 3Y | +175.3% | +210.9% | -35.5% | +136.8% |
| 5Y | +77.3% | +246.9% | -169.6% | +48.4% |
| All | +245.4% | +293.5% | -48.1% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling