+44.1%
EQX vs RVMD
+622.3%
-578.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | +7.8% | -0.7% | +8.5% | +7.8% |
| 3M | +21.3% | +36.5% | -15.2% | +17.1% |
| 6M | -22.4% | +104.6% | -127.0% | -29.1% |
| YTD | -11.3% | +155.8% | -167.1% | -21.8% |
| 1Y | +13.5% | +340.7% | -327.2% | -6.4% |
| 3Y | +162.1% | +519.9% | -357.8% | +100.2% |
| 5Y | +84.2% | +584.9% | -500.7% | +32.2% |
| All | +44.1% | +622.3% | -578.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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