+303.3%
RIO vs EQX
+232.0%
+71.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.2% |
| 7D | -3.2% | -3.2% | 0.0% | -2.6% |
| 30D | +0.9% | +7.8% | -6.8% | -0.7% |
| 3M | -1.4% | +21.3% | -22.8% | -5.5% |
| 6M | +10.9% | -22.4% | +33.4% | +15.1% |
| YTD | +31.2% | -11.3% | +42.5% | +32.0% |
| 1Y | +67.9% | +13.5% | +54.4% | +60.5% |
| 3Y | +88.8% | +162.1% | -73.3% | +47.8% |
| 5Y | +93.1% | +84.2% | +8.9% | +51.6% |
| All | +303.3% | +232.0% | +71.3% | +244.8% |
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