-1.8%
RMBS vs EQX
+17.2%
-19.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | -13.9% | +7.8% | -21.7% | -15.6% |
| 3M | -39.8% | +21.3% | -61.1% | -43.2% |
| 6M | -6.0% | -22.4% | +16.4% | -4.3% |
| YTD | -5.4% | -11.3% | +6.0% | -4.6% |
| 1Y | -1.8% | +13.5% | -15.3% | -6.8% |
| All | -1.8% | +17.2% | -19.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling