+2.0%
RDW vs EQX
+21.0%
-19.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.5% |
| 30D | -21.3% | +7.8% | -29.0% | -23.1% |
| 3M | -37.9% | +21.3% | -59.2% | -41.0% |
| 6M | +12.3% | -22.4% | +34.7% | +17.1% |
| YTD | +39.7% | -11.3% | +51.1% | +42.7% |
| 1Y | +25.7% | +13.5% | +12.2% | +22.4% |
| 3Y | +230.8% | +162.1% | +68.7% | +166.8% |
| 5Y | -8.8% | +84.2% | -93.0% | -23.0% |
| All | +2.0% | +21.0% | -19.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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