-27.1%
RKT vs EQX
-0.4%
-26.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -6.3% | -3.2% | -3.1% | -5.7% |
| 30D | -6.2% | +7.8% | -14.0% | -7.7% |
| 3M | -1.9% | +21.3% | -23.2% | -6.2% |
| 6M | -13.0% | -22.4% | +9.4% | -9.5% |
| YTD | -31.9% | -11.3% | -20.6% | -31.2% |
| 1Y | -37.6% | +13.5% | -51.1% | -40.1% |
| 3Y | +36.8% | +162.1% | -125.3% | +4.5% |
| 5Y | -9.7% | +84.2% | -93.9% | -30.8% |
| All | -27.1% | -0.4% | -26.7% | -36.6% |
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