+226.0%
ROK vs EQX
+232.0%
-6.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -4.8% | +7.8% | -12.6% | -5.4% |
| 3M | -6.1% | +21.3% | -27.4% | -7.8% |
| 6M | +15.5% | -22.4% | +37.9% | +17.0% |
| YTD | +11.2% | -11.3% | +22.5% | +11.2% |
| 1Y | +23.8% | +13.5% | +10.3% | +21.5% |
| 3Y | +53.1% | +162.1% | -109.0% | +38.5% |
| 5Y | +48.3% | +84.2% | -35.9% | +32.5% |
| All | +226.0% | +232.0% | -6.1% | +237.1% |
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