+53.5%
ROP vs EQX
+244.1%
-190.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -6.1% | +1.7% | -7.9% | -6.2% |
| 30D | -3.4% | +11.1% | -14.4% | -3.7% |
| 3M | +16.7% | +23.1% | -6.4% | +15.8% |
| 6M | +8.1% | -21.8% | +29.9% | +8.8% |
| YTD | -11.7% | -8.1% | -3.6% | -11.9% |
| 1Y | -24.2% | +29.7% | -53.9% | -25.8% |
| 3Y | -19.0% | +179.9% | -198.9% | -24.4% |
| 5Y | -15.9% | +82.5% | -98.4% | -22.2% |
| All | +53.5% | +244.1% | -190.6% | +63.6% |
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 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