+162.1%
EQX vs RNG
+119.8%
+42.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -3.2% | -6.1% | +2.9% | -2.9% |
| 30D | +7.8% | +9.6% | -1.8% | +7.2% |
| 3M | +21.3% | +83.3% | -62.0% | +16.5% |
| 6M | -22.4% | +77.9% | -100.4% | -25.7% |
| YTD | -11.3% | +139.9% | -151.2% | -18.6% |
| 1Y | +13.5% | +121.7% | -108.2% | +5.1% |
| 3Y | +162.1% | +121.9% | +40.3% | +129.2% |
| All | +162.1% | +119.8% | +42.4% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling