+233.4%
EQX vs RY
+301.0%
-67.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.8% |
| 7D | -7.0% | -2.9% | -4.1% | -5.5% |
| 30D | +4.8% | -2.0% | +6.9% | +5.9% |
| 3M | +25.6% | +4.9% | +20.8% | +22.0% |
| 6M | -25.8% | +26.1% | -52.0% | -34.9% |
| YTD | -12.7% | +22.4% | -35.1% | -22.1% |
| 1Y | +14.1% | +44.7% | -30.7% | -6.9% |
| 3Y | +165.7% | +155.7% | +10.1% | +59.4% |
| 5Y | +81.2% | +137.7% | -56.5% | +13.1% |
| All | +233.4% | +301.0% | -67.6% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling