+204.8%
RF vs EQX
+243.0%
-38.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -3.6% | +24.4% | -28.0% | -4.5% |
| 3M | +8.1% | +11.6% | -3.5% | +7.4% |
| 6M | +11.5% | -25.0% | +36.5% | +12.4% |
| YTD | +15.6% | -8.4% | +24.0% | +15.3% |
| 1Y | +15.7% | +43.4% | -27.7% | +12.9% |
| 3Y | +86.9% | +162.0% | -75.1% | +74.4% |
| 5Y | +89.8% | +70.1% | +19.7% | +76.9% |
| All | +204.8% | +243.0% | -38.2% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling