+54.2%
RGTI vs EQX
+39.3%
+15.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +0.5% | -3.2% | +3.7% | +1.2% |
| 30D | -17.1% | +7.8% | -24.9% | -19.0% |
| 3M | -26.0% | +21.3% | -47.3% | -29.9% |
| 6M | -9.9% | -22.4% | +12.6% | -5.2% |
| YTD | -31.1% | -11.3% | -19.7% | -29.4% |
| 1Y | -8.5% | +13.5% | -22.0% | -11.0% |
| 3Y | +652.2% | +162.1% | +490.1% | +500.1% |
| 5Y | +56.8% | +84.2% | -27.4% | +26.5% |
| All | +54.2% | +39.3% | +15.0% | +24.4% |
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