+233.4%
EQX vs RVTY
+59.3%
+174.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -4.3% |
| 7D | -7.0% | -7.4% | +0.4% | -4.8% |
| 30D | +4.8% | +4.5% | +0.3% | +3.5% |
| 3M | +25.6% | +19.5% | +6.2% | +18.7% |
| 6M | -25.8% | +34.1% | -60.0% | -32.4% |
| YTD | -12.7% | +25.3% | -38.0% | -19.2% |
| 1Y | +14.1% | +47.0% | -32.9% | +0.2% |
| 3Y | +165.7% | +14.1% | +151.6% | +141.9% |
| 5Y | +81.2% | -34.6% | +115.8% | +91.6% |
| All | +233.4% | +59.3% | +174.1% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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