-20.6%
RIG vs EQX
+232.0%
-252.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -2.6% |
| 30D | -0.5% | +7.8% | -8.3% | -2.1% |
| 3M | -6.0% | +21.3% | -27.3% | -9.8% |
| 6M | -10.1% | -22.4% | +12.3% | -8.0% |
| YTD | +37.3% | -11.3% | +48.6% | +36.5% |
| 1Y | +73.9% | +13.5% | +60.4% | +64.2% |
| 3Y | -30.2% | +162.1% | -192.3% | -46.4% |
| 5Y | +62.5% | +84.2% | -21.7% | +28.5% |
| All | -20.6% | +232.0% | -252.6% | -23.4% |
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 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