-30.2%
RIG vs EQX
+168.9%
-199.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | -0.5% | +7.8% | -8.3% | -1.6% |
| 3M | -6.0% | +21.3% | -27.3% | -8.7% |
| 6M | -10.1% | -22.4% | +12.3% | -8.3% |
| YTD | +37.3% | -11.3% | +48.6% | +36.7% |
| 1Y | +73.9% | +13.5% | +60.4% | +66.8% |
| 3Y | -30.2% | +162.1% | -192.3% | -43.9% |
| All | -30.2% | +168.9% | -199.1% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling