+9.2%
EQX vs RNG
+179.4%
-170.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.2% | +13.0% | +12.8% |
| 7D | +7.6% | -9.6% | +17.2% | +7.7% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | +18.0% | +28.8% | -10.8% | +18.3% |
| 6M | -18.4% | +65.6% | -83.9% | -18.0% |
| YTD | -19.3% | +171.4% | -190.7% | -22.1% |
| 1Y | +9.2% | +185.3% | -176.1% | +9.3% |
| All | +9.2% | +179.4% | -170.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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