-27.0%
RKT vs EQX
-2.0%
-25.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -0.8% |
| 7D | -7.2% | -7.0% | -0.2% | -5.9% |
| 30D | -7.9% | +4.8% | -12.7% | -8.9% |
| 3M | +5.2% | +25.6% | -20.5% | -0.1% |
| 6M | -14.9% | -25.8% | +10.9% | -10.7% |
| YTD | -31.9% | -12.7% | -19.1% | -30.9% |
| 1Y | -36.9% | +14.1% | -51.0% | -39.5% |
| 3Y | +35.7% | +165.7% | -130.0% | +3.3% |
| 5Y | -9.7% | +81.2% | -90.9% | -30.6% |
| All | -27.0% | -2.0% | -25.0% | -36.3% |
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