-2.0%
ROL vs EQX
+83.7%
-85.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | -4.9% | +7.8% | -12.7% | -5.4% |
| 3M | -25.8% | +21.3% | -47.2% | -26.8% |
| 6M | -37.6% | -22.4% | -15.1% | -36.8% |
| YTD | -41.5% | -11.3% | -30.2% | -41.5% |
| 1Y | -39.5% | +13.5% | -53.0% | -40.6% |
| 3Y | +0.1% | +162.1% | -162.0% | -9.6% |
| All | -2.0% | +83.7% | -85.6% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling